Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 123]
 Cmarian::AbstractPricerFactoryClass implements the interface for Abstract Factory
 Cmarian::DCAbstractPricerFactory< EuroOptFactory >
 Cmarian::EuroOptFactoryClass 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
 Cmarian::DCAbstractPricerFactory< T >Deeply copyable AbstractPricerFactory
 Cmarian::BackwardKolmogorowEquationClass implements Backward Kolmogorow Equation
 Cmarian::BoundaryConditionInterface for boundary conditions
 Cmarian::DCBoundaryCondition< DirichletBoundaryCondition< F > >
 Cmarian::DirichletBoundaryCondition< F >Class implements Dirichlet Boundary Condition
 Cmarian::DCBoundaryCondition< T >Deeply copyable BoundaryCondition
 Cmarian::ConvectionDiffusionData structure holding the parameters of diffusion-convection equation
 Cmarian::DataEntryClerkClass used to provide data to julian::DataFrame
 Cmarian::DataFrameClass used to handle data
 Cmarian::FDMPricerClass implements algorithm solving pricing PDE
 Cmarian::FDSchemeClass implements interface for differential schemes
 Cmarian::DCFDScheme< CrankNicolsonScheme >
 Cmarian::CrankNicolsonSchemeClass implements Crank-Nicolson Scheme
 Cmarian::DCFDScheme< ExplicitScheme >
 Cmarian::ExplicitSchemeClass implements implicit schemes
 Cmarian::DCFDScheme< ImplicitScheme >
 Cmarian::ImplicitSchemeClass implements implicit schemes
 Cmarian::DCFDScheme< T >Deeply copyable BoundaryCondition
 Cmarian::ForwardKolmogorowEquationClass implements Forward Kolmogorow Equation
 Cmarian::GridBuilderInterface for classes building grids
 Cmarian::DCGridBuilder< HSineGridBuilder >
 Cmarian::HSineGridBuilderNon-uniform grid builder that uses hyperbolic sine function
 Cmarian::DCGridBuilder< UniformGridBuilder >
 Cmarian::UniformGridBuilderUniform grid builderClass is used to generate uniform grid, a grid with constant distance between points
 Cmarian::DCGridBuilder< T >Deeply copyable GridBuilder
 Cmarian::MarketData structure holding the market data
 Cmarian::OptionInterface for financial derivativesClass implements abstraction of financial option
 Cmarian::DCOption< EuroOpt >
 Cmarian::EuroOptClass implementing a European options
 Cmarian::DCOption< T >Deeply copyable Option
 Cmarian::RangeSetupClass implements algorithm to approximate indefinite boundaries
 Cmarian::DCRangeSetup< SpotRelatedRange >
 Cmarian::SpotRelatedRangeApproximate the boundary condition basing on asset spot price
 Cmarian::DCRangeSetup< T >Deeply copyable RangeSetup
 Cmarian::SmartPointer< T >Template of deep-coping smart pointer
 Cmarian::SmartPointer< marian::FDScheme >
 Cmarian::SmartPointer< marian::GridBuilder >
 Cmarian::SmartPointer< marian::RangeSetup >
 Cmarian::SmartPointer< marian::TridiagonalSolver >
 Cmarian::TridiagonalOperatorTridiagonalOperator is used to define differentiating operator for PDE being solved
 Cmarian::TridiagonalSolverInterface of tridiagonal system solvers
 Cmarian::DCTridiagonalSolver< LUSolver >
 Cmarian::LUSolverMethod applying implicit step
 Cmarian::DCTridiagonalSolver< T >Deeply copyable TridiagonalSolver