Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 123]
▼Cmarian::AbstractPricerFactory | Class implements the interface for Abstract Factory |
▼Cmarian::DCAbstractPricerFactory< EuroOptFactory > | |
Cmarian::EuroOptFactory | 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 |
Cmarian::DCAbstractPricerFactory< T > | Deeply copyable AbstractPricerFactory |
Cmarian::BackwardKolmogorowEquation | Class implements Backward Kolmogorow Equation |
▼Cmarian::BoundaryCondition | Interface for boundary conditions |
▼Cmarian::DCBoundaryCondition< DirichletBoundaryCondition< F > > | |
Cmarian::DirichletBoundaryCondition< F > | Class implements Dirichlet Boundary Condition |
Cmarian::DCBoundaryCondition< T > | Deeply copyable BoundaryCondition |
Cmarian::ConvectionDiffusion | Data structure holding the parameters of diffusion-convection equation |
Cmarian::DataEntryClerk | Class used to provide data to julian::DataFrame |
Cmarian::DataFrame | Class used to handle data |
Cmarian::FDMPricer | Class implements algorithm solving pricing PDE |
▼Cmarian::FDScheme | Class implements interface for differential schemes |
▼Cmarian::DCFDScheme< CrankNicolsonScheme > | |
Cmarian::CrankNicolsonScheme | Class implements Crank-Nicolson Scheme |
▼Cmarian::DCFDScheme< ExplicitScheme > | |
Cmarian::ExplicitScheme | Class implements implicit schemes |
▼Cmarian::DCFDScheme< ImplicitScheme > | |
Cmarian::ImplicitScheme | Class implements implicit schemes |
Cmarian::DCFDScheme< T > | Deeply copyable BoundaryCondition |
Cmarian::ForwardKolmogorowEquation | Class implements Forward Kolmogorow Equation |
▼Cmarian::GridBuilder | Interface for classes building grids |
▼Cmarian::DCGridBuilder< HSineGridBuilder > | |
Cmarian::HSineGridBuilder | Non-uniform grid builder that uses hyperbolic sine function |
▼Cmarian::DCGridBuilder< UniformGridBuilder > | |
Cmarian::UniformGridBuilder | Uniform grid builderClass is used to generate uniform grid, a grid with constant distance between points |
Cmarian::DCGridBuilder< T > | Deeply copyable GridBuilder |
Cmarian::Market | Data structure holding the market data |
▼Cmarian::Option | Interface for financial derivativesClass implements abstraction of financial option |
▼Cmarian::DCOption< EuroOpt > | |
Cmarian::EuroOpt | Class implementing a European options |
Cmarian::DCOption< T > | Deeply copyable Option |
▼Cmarian::RangeSetup | Class implements algorithm to approximate indefinite boundaries |
▼Cmarian::DCRangeSetup< SpotRelatedRange > | |
Cmarian::SpotRelatedRange | Approximate 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::TridiagonalOperator | TridiagonalOperator is used to define differentiating operator for PDE being solved |
▼Cmarian::TridiagonalSolver | Interface of tridiagonal system solvers |
▼Cmarian::DCTridiagonalSolver< LUSolver > | |
Cmarian::LUSolver | Method applying implicit step |
Cmarian::DCTridiagonalSolver< T > | Deeply copyable TridiagonalSolver |