Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

[detail level 12]

▼Nmarian
CAbstractPricerFactory	Class implements the interface for Abstract Factory
CBackwardKolmogorowEquation	Class implements Backward Kolmogorow Equation
CBoundaryCondition	Interface for boundary conditions
CConvectionDiffusion	Data structure holding the parameters of diffusion-convection equation
CCrankNicolsonScheme	Class implements Crank-Nicolson Scheme
CDataEntryClerk	Class used to provide data to julian::DataFrame
CDataFrame	Class used to handle data
CDCAbstractPricerFactory	Deeply copyable AbstractPricerFactory
CDCBoundaryCondition	Deeply copyable BoundaryCondition
CDCFDScheme	Deeply copyable BoundaryCondition
CDCGridBuilder	Deeply copyable GridBuilder
CDCOption	Deeply copyable Option
CDCRangeSetup	Deeply copyable RangeSetup
CDCTridiagonalSolver	Deeply copyable TridiagonalSolver
CDirichletBoundaryCondition	Class implements Dirichlet Boundary Condition
CEuroOpt	Class implementing a European options
CEuroOptFactory	Class implements factory for European OptionClass is implementation of marian::AbstractPricerFactory. It is use to create objects that parametrize the FDM pricer used to value European Option
CExplicitScheme	Class implements implicit schemes
CFDMPricer	Class implements algorithm solving pricing PDE
CFDScheme	Class implements interface for differential schemes
CForwardKolmogorowEquation	Class implements Forward Kolmogorow Equation
CGridBuilder	Interface for classes building grids
CHSineGridBuilder	Non-uniform grid builder that uses hyperbolic sine function
CImplicitScheme	Class implements implicit schemes
CLUSolver	Method applying implicit step
CMarket	Data structure holding the market data
COption	Interface for financial derivativesClass implements abstraction of financial option
CRangeSetup	Class implements algorithm to approximate indefinite boundaries
CSmartPointer	Template of deep-coping smart pointer
CSpotRelatedRange	Approximate the boundary condition basing on asset spot price
CTridiagonalOperator	TridiagonalOperator is used to define differentiating operator for PDE being solved
CTridiagonalSolver	Interface of tridiagonal system solvers
CUniformGridBuilder	Uniform grid builderClass is used to generate uniform grid, a grid with constant distance between points