Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 123]
| Cjulian::BivariateNormal | Class implements Bivariate Normal Random Variable |
| ►Cjulian::Bond | Class is an abstract class expressing the concept of bonds |
| Cjulian::BuildBond | Class implements builder design pattern supporting construction of bonds |
| Cjulian::BuildCalendar | Class implements builder design pattern supporting construction of calendars |
| Cjulian::ir::BuildCurve | Class implements Builder design pattern that can be used to create interest rate curves |
| Cjulian::BuildGreeksReport | Option Greeks builder |
| ►Cjulian::ir::BuildingBlock | Building Block is a class that defines the interface for benchmark instruments used for estimating interest rate curve |
| Cjulian::BuildLinearInstrument | Class implements builder design pattern supporting construction of linear instruments |
| Cjulian::BuildTimeGrid | Class implements a builder of TimeGrid object |
| Cjulian::Calendar | Class implements calendar object |
| ►Cjulian::CashFlow | Class implements the general concept of CF understand as certain amount paid on predefined date |
| Cjulian::CashFlowBuilder | Class implements Builder that helps to construct vector of cash flows |
| Cjulian::CashFlowVector | Class helps to handle the vector of CFs |
| Cjulian::CirProcess | Class is implements Cox–Ingersoll–Ross (CIR) process |
| ►Cjulian::Compounding | Class is an abstract class expressing the concept of compounding interest rate |
| ►Cjulian::ir::Curve | The class interfaces interest rate curves |
| Cjulian::ir::CurveSettings | Structure holding settings of ir::InterpolatedCurve |
| Cjulian::DataEntryClerk | Class used to provide data to julian::DataFrame |
| Cjulian::DataFrame | Class used to handle data read from csv files |
| Cjulian::Date | Class implements a date object |
| ►Cjulian::ir::Estimator | Class defines the interface of algorithms that perform estimation of interest rate curve (see InterpolatedCurve) |
| ►Cjulian::ir::Extrapolator | Class implements the interface of interest rate curve interpolator |
| Cjulian::ForwardCurve | The class implements the forward curve |
| Cjulian::GreeksIntermediateResults | Data structure holding the PV and Greeks |
| ►Cgsl_function | |
| ►Cgsl_function_fdf | |
| ►Cgsl_multimin_function | |
| ►Cgsl_multimin_function_fdf | |
| ►Cjulian::Holiday | Class is an abstract class expressing the concept of holiday calendar for different currencies and stock exchange |
| Cjulian::InterestRate | The class implements the concept of interest rate |
| ►Cjulian::Interpolation | Class is an abstract type expressing the concept of interpolation |
| ►Cjulian::ir::InterpolationInput | Class is an abstract class that represents the subject of interpolation performed in swap curve operations |
| ►Cjulian::ir::Interpolator | Class implements the interface of interest rate curve interpolator |
| ►Cjulian::LinearInstrument | Class is an abstract class expressing the concept of linear instruments like deposits, FRAs, futures, fxForwards and swaps |
| ►Cjulian::MarketModel | Interface for objects representing market models |
| Cjulian::ObjectFactory< T > | Class implements a factory pattern |
| Cjulian::ObjectFactoryHelper< Base, Derived > | Factory helper |
| ►Cjulian::Option | Class is an abstract interface for single asset financial options |
| ►Cjulian::OptionGreeks | Interface for OptionGreeks decorator |
| Cjulian::Path | Path is a series of real numbers indexed with time. In general, it is identical with a series of time |
| ►Cjulian::PricingEngine | Interface for all pricing engines |
| ►Cjulian::ProbabilityDistribution | Class implements an interface of random number distribution |
| Cjulian::QuadraticProgrammingSolver | Quadratic Programming Solver |
| ►Cjulian::RandomVariable | Class implements the interface for Random Variables |
| ►Cjulian::Regression | Class is an abstract class implementing interface of regression |
| Cjulian::RunTimeMeasurment | Class used to measure run time of the program |
| ►Cjulian::SettlementDateConvention | Interface for classes implementing settlement date conventions |
| Cjulian::SimulatedAnnealing | Class implements Simulated Annealing minimizer |
| Cjulian::SmartPointer< T > | Template of deep-coping smart pointer |
| Cjulian::SmartPointer< ir::Curve > | |
| Cjulian::SmartPointer< ir::julian::ir::Curve > | |
| Cjulian::SmartPointer< julian::Bond > | |
| Cjulian::SmartPointer< julian::Compounding > | |
| Cjulian::SmartPointer< julian::Interpolation > | |
| Cjulian::SmartPointer< julian::ir::Estimator > | |
| Cjulian::SmartPointer< julian::ir::Extrapolator > | |
| Cjulian::SmartPointer< julian::ir::InterpolationInput > | |
| Cjulian::SmartPointer< julian::ir::Interpolator > | |
| Cjulian::SmartPointer< julian::ir::SmootherCostFunction > | |
| Cjulian::SmartPointer< julian::OptionGreeks > | |
| Cjulian::SmartPointer< julian::ProbabilityDistribution > | |
| Cjulian::SmartPointer< julian::RandomVariable > | |
| Cjulian::SmartPointer< julian::SettlementDateConvention > | |
| Cjulian::SmartPointer< julian::TimeDiscretization > | |
| Cjulian::SmartPointer< julian::UniformRNG > | |
| Cjulian::SmartPointer< julian::Volatility > | |
| Cjulian::SmartPointer< julian::YearFraction > | |
| ►Cjulian::ir::SmootherCostFunction | Interface for Smoother Cost Function decorator |
| ►Cjulian::StochasticProcess | Class is an abstract type expressing the concept of stochastic process |
| Cjulian::Tenor | Class implements a tenor object |
| ►Cjulian::TimeDiscretization | Class implements a TimeDiscretization object |
| Cjulian::TimeGrid | Class implements a TimeGrid object |
| ►Cjulian::UniformRNG | Class implements interface for uniform number generators |
| Cjulian::ValueFactory< T > | Class implements a factory pattern |
| Cjulian::ValueFactoryHelper< T > | Factory helper |
| ►Cjulian::Volatility | The class interfaces volatility surface |
| ►Cjulian::YearFraction | This class is an abstract class expressing the concept of calculating year fraction |
