Financial instruments: debt securities, linear derivatives, options etc. More...
Modules | |
| Bonds | |
| Debt securities like fixed coupon bond, floating rate bond etc. | |
| Linear Instruments | |
| Linear instruments like deposits, FRAs and swaps. | |
| Options | |
| Single asset FX/EQ options: plain vanilla. | |
Classes | |
| class | julian::CashFlow |
| Class implements the general concept of CF understand as certain amount paid on predefined date. More... | |
| class | julian::CashFlowBuilder |
| Class implements Builder that helps to construct vector of cash flows. More... | |
| class | julian::CashFlowVector |
| Class helps to handle the vector of CFs. More... | |
| class | julian::FixedCashFlow |
| Class implements the concept of fixed cash flow. More... | |
| class | julian::FloatingCashFlow |
| Class implements the concept of floating cash flow. More... | |
Detailed Description
Financial instruments: debt securities, linear derivatives, options etc.
