Calquant - Technical documentation

Calquant - Technical documentation

DBYieldTermStructure Class

DMFixings Class

DMFundingPlans Class

DMInstruments Class

XLBachelierCapFloorEngine Class

XLBlackCapFloorEngine Class

XLBlackScholesProcess Class

XLBondHelper Class

XLCalendar Class

XLCapFloor Class

XLCapFloorTermVolatilityStructures Class

XLCapFloorTermVolSurface Class

XLConstantCapFloorTermVolatility Class

XLCreditDefaultSwap Class

XLDayCounter Class

XLDBFiles Class

XLDepositRateHelper Class

XLDiscountingBondEngine Class

XLDiscountingSwapEngine Class

XLFittedBondDiscountCurve Class

XLFixedRateBond Class

XLFlatForward Class

XLFloatingRateBond Class

XLForwardSpreadedTermStructure Class

XLFRARateHelper Class

XLFuturesRateHelper Class

XLIBORIndex Class

XLImpliedTermStructure Class

XLInterestRateIndex Class

XLInterpolators Class

XLInterpolators1D Class

XLOISRateHelper Class

XLOptionletStripper Class

XLOvernightIndex Class

XLOvernightIndexedSwap Class

XLPiecewiseYieldCurve Class

XLPricingEngines Class

XLRateHelper Class

XLSettings Class

XLStrippedOptionletAdapter Class

XLSwapRateHelper Class

XLVanillaOptionEngine Class

XLYieldTermStructures Class

XLZeroCouponBond Class

XLZeroSpreadedTermStructure Class

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CalquantXL Namespace

Classes

	Class	Description
	Cache	Class for caching objects: - save new handles - retrieve existing handles - update the handle to an object (increment its index) - update the handle to all objects
	DBYieldTermStructure
	DMFixings	Functions relating to Debt_Lib object of class Fixings
	DMFundingPlans	Functions relating to Debt_Lib objects of type FundingPlan
	DMInstruments
	Session
	XLArrays
	XLBachelierCapFloorEngine
	XLBlackCapFloorEngine
	XLBlackScholesProcess
	XLBondHelper
	XLBonds
	XLCalendar
	XLCapFloor
	XLCapFloorTermVolatilityStructures
	XLCapFloorTermVolSurface
	XLConstantCapFloorTermVolatility
	XLCreditDefaultSwap
	XLDayCounter
	XLDBFiles
	XLDepositRateHelper
	XLDiscountingBondEngine
	XLDiscountingSwapEngine
	XLErrors	Implementation of Errors functions
	XLFittedBondDiscountCurve
	XLFixedRateBond
	XLFlatForward
	XLFloatingRateBond
	XLForwardSpreadedTermStructure
	XLFRARateHelper
	XLFuturesRateHelper
	XLIBORIndex	Functions relating to the creation of objects of type IBORIndex
	XLImm
	XLImpliedTermStructure
	XLInterestRateIndex
	XLInterpolators
	XLInterpolators1D
	XLOISRateHelper
	XLOptionletStripper
	XLOvernightIndex
	XLOvernightIndexedSwap
	XLPiecewiseYieldCurve
	XLPricingEngines
	XLRateHelper
	XLSettings
	XLStrippedOptionletAdapter
	XLSwapRateHelper
	XLSwaps
	XLVanillaOptionEngine
	XLYieldTermStructures
	XLZeroCouponBond
	XLZeroSpreadedTermStructure

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