Index

B

blas namespace

Bug List page

C

chrono namespace class Credit Hull Quanto xf::fintech::BKModel xf::fintech::BSModel xf::fintech::BicubicSplineInterpolation xf::fintech::BinomialDistribution xf::fintech::BinomialTree, [1] xf::fintech::BrownianBridge xf::fintech::CDSEngine xf::fintech::CFB76 xf::fintech::CFBlackScholes, [1] xf::fintech::CFBlackScholesMerton xf::fintech::CFGarmanKohlhagen, [1] xf::fintech::CFQuanto, [1] xf::fintech::CIRModel xf::fintech::CPICapFloorEngine xf::fintech::CreditDefaultSwap xf::fintech::CubicInterpolation xf::fintech::Device, [1] xf::fintech::DeviceManager, [1] xf::fintech::DiscountingBondEngine xf::fintech::ECIRModel xf::fintech::FDHeston xf::fintech::FdG2SwaptionEngine xf::fintech::FdHullWhiteEngine xf::fintech::Fdm1dMesher xf::fintech::G2Model xf::fintech::G2Model <DT, void, 0> xf::fintech::HJM xf::fintech::HWAEngine xf::fintech::HWModel xf::fintech::HWModel <DT, void, 0> xf::fintech::HWModelAnalytic xf::fintech::HestonFD xf::fintech::HestonFDExecutionTime xf::fintech::HestonFDModelParameters xf::fintech::HestonFDOCLObjects xf::fintech::HestonFDPriceRam xf::fintech::HestonFDSolverParameters xf::fintech::HestonModel xf::fintech::HestonModel <ASSETS, DT, enums::kDTFullTruncation> xf::fintech::HestonModel <ASSETS, DT, enums::kDTPartialTruncation> xf::fintech::HestonModel <ASSETS, DT, enums::kDTQuadraticExponential> xf::fintech::HestonModel <ASSETS, DT, enums::kDTQuadraticExponentialMartingale> xf::fintech::HestonModel <ASSETS, DT, enums::kDTReflection> xf::fintech::HullWhiteAnalytic xf::fintech::InflationCapFloorEngine xf::fintech::LMM xf::fintech::LMMController xf::fintech::MCAmerican, [1] xf::fintech::MCEuropean, [1] xf::fintech::MCEuropeanDJE, [1] xf::fintech::MT19937 xf::fintech::MT19937BoxMullerNormalRng xf::fintech::MT19937IcnRng xf::fintech::MT19937IcnRng <double> xf::fintech::MT19937IcnRng <float> xf::fintech::MT2203 xf::fintech::MT2203IcnRng xf::fintech::MT2203IcnRng <double> xf::fintech::MT2203IcnRng <float> xf::fintech::MultiVariateNormalRng xf::fintech::OCLController xf::fintech::OrnsteinUhlenbeckProcess xf::fintech::PCA xf::fintech::PopMCMC, [1] xf::fintech::SobolRsg xf::fintech::SobolRsg1D xf::fintech::StochasticProcess1D xf::fintech::Timestamp xf::fintech::Trace, [1] xf::fintech::TreeLattice xf::fintech::TreeLattice <DT, Model, Process, Instrument, 1, LEN, LEN2> xf::fintech::TreeLattice <DT, Model, Process, Instrument, 2, LEN, LEN2> xf::fintech::TrinomialTree xf::fintech::VModel xf::fintech::XoShiRo128Plus xf::fintech::XoShiRo128PlusPlus xf::fintech::XoShiRo128StarStar xf::fintech::blas::BitConv xf::fintech::blas::BoolArr xf::fintech::blas::MemUtil xf::fintech::blas::SpmA xf::fintech::blas::SpmC xf::fintech::blas::Spmv xf::fintech::blas::WideConv xf::fintech::blas::WideType xf::fintech::fdbslv xf::fintech::hcf, [1] xf::fintech::hestonfd::AdiSolver xf::fintech::hestonfd::Coeffs xf::fintech::hestonfd::Matrices xf::fintech::hjmZeroCouponBondPricer xf::fintech::internal::BSPathGenerator xf::fintech::internal::CORRAND xf::fintech::internal::CORRAND_2 xf::fintech::internal::CORRAND_2_Sequence xf::fintech::internal::CORRAND_2_Sequence <DT, RNG, SampleNum, ASSETS, false> xf::fintech::internal::CapFloorPathPricer xf::fintech::internal::CubicSpline xf::fintech::internal::FdBsLvSolverWrapper xf::fintech::internal::GaussUniformSequence xf::fintech::internal::HJMPcaEngine xf::fintech::internal::HestonPathGenerator xf::fintech::internal::HestonPathGenerator <kDTFullTruncation, DT, SampNum, WithAntithetic> xf::fintech::internal::HestonPathGenerator <kDTPartialTruncation, DT, SampNum, WithAntithetic> xf::fintech::internal::HestonPathGenerator <kDTQuadraticExponential, DT, SampNum, WithAntithetic> xf::fintech::internal::HestonPathGenerator <kDTQuadraticExponentialMartingale, DT, SampNum, WithAntithetic> xf::fintech::internal::HestonPathGenerator <kDTReflection, DT, SampNum, WithAntithetic> xf::fintech::internal::HullWhitePathGen xf::fintech::internal::MultiAssetHestonPathGenerator xf::fintech::internal::MultiAssetPathPricer xf::fintech::internal::MultiAssetPathPricer <European, DT, ASSETS, SampleNum> xf::fintech::internal::PathPricer xf::fintech::internal::PathPricer <American, DT, StepFirst, SampNum, WithAntithetic> xf::fintech::internal::PathPricer <Asian_AP, DT, StepFirst, SampNum, WithAntithetic> xf::fintech::internal::PathPricer <Asian_AS, DT, StepFirst, SampNum, WithAntithetic> xf::fintech::internal::PathPricer <Asian_GP, DT, StepFirst, SampNum, WithAntithetic> xf::fintech::internal::PathPricer <BarrierBiased, DT, StepFirst, SampNum, WithAntithetic> xf::fintech::internal::PathPricer <BarrierNoBiased, DT, StepFirst, SampNum, WithAntithetic> xf::fintech::internal::PathPricer <Cliquet, DT, StepFirst, SampNum, false> xf::fintech::internal::PathPricer <Digital, DT, StepFirst, SampNum, WithAntithetic> xf::fintech::internal::PathPricer <European, DT, StepFirst, SampNum, WithAntithetic> xf::fintech::internal::PathPricer <EuropeanBypass, DT, StepFirst, SampNum, WithAntithetic> xf::fintech::internal::PathPricer <LongstaffSchwartz, DT, StepFirst, SampNum, WithAntithetic, MaxSteps> xf::fintech::internal::RNGSequence xf::fintech::internal::RNGSequence_1_N xf::fintech::internal::RNGSequence_Heston_QuadraticExponential xf::fintech::internal::RNGSequence_N xf::fintech::internal::Solver xf::fintech::internal::StreamWrapper xf::fintech::internal::TimeGrid xf::fintech::internal::TreeInstrument xf::fintech::internal::TreeInstrument <DT, 0, LEN2> xf::fintech::internal::TreeInstrument <DT, 1, LEN2> xf::fintech::internal::TreeInstrument <DT, 2, LEN2> xf::fintech::internal::TreeInstrument <DT, 3, LEN2> xf::fintech::internal::hjmPathGenerator xf::fintech::internal::lmmPathGenerator xf::fintech::lmmCapPricer xf::fintech::lmmRatchetCapPricer xf::fintech::lmmRatchetFloaterPricer xf::fintech::lmmReducedFactorCorrelationEngine xf::fintech::m76, [1] xf::fintech::portfolio_optimisation

Credit class

E

enum xf::fintech::BusinessDayConvention xf::fintech::Compounding xf::fintech::Device::DeviceType, [1] xf::fintech::Frequency xf::fintech::HestonFD::HestonFDReturnVal xf::fintech::HestonFDSolverParameters::GridType xf::fintech::OptionType, [1] xf::fintech::Type xf::fintech::enums::BarrierType xf::fintech::enums::DiscreType xf::fintech::enums::ModelType xf::fintech::enums::OptionStyle xf::fintech::enums::RNGType xf::fintech::pcaImplementationMethod

enums namespace

F

fintech namespace, [1], [2]

H

hestonfd namespace

Hull class

I

internal namespace, [1]

N

namespace blas chrono enums fintech, [1], [2] hestonfd internal, [1] std, [1], [2] xf, [1], [2]

P

page Bug List README

Q

Quanto class

R

README page

S

std namespace, [1], [2] struct xf::fintech::BinomialTreeInputDataType, [1] xf::fintech::BinomialTreeInputDataType <double>, [1] xf::fintech::FdG2SwaptionEngine::NinePointLinear xf::fintech::FdG2SwaptionEngine::TripleBandLinear xf::fintech::hcf::hcf_input_data xf::fintech::hcfEngineInputDataType xf::fintech::hcfEngineInputDataType <double> xf::fintech::hestonfd::model_parameters_t xf::fintech::hestonfd::solver_parameters_t xf::fintech::hjmModelData xf::fintech::hjmModelParams xf::fintech::internal::FdBsLvSolverWrapper::Parallel3DataType xf::fintech::internal::FdBsLvSolverWrapper::ParallelDataType xf::fintech::internal::complex_num xf::fintech::internal::xf_2D_array xf::fintech::jump_diffusion_params xf::fintech::lmmCorrelationGenerator xf::fintech::lmmModelData xf::fintech::lmmModelParams xf::fintech::lmmVolatilityGenerator xf::fintech::m76::m76_input_data xf::fintech::stack_type

U

union xf::fintech::internal::DTConvert32 xf::fintech::internal::DTConvert64 xf::fintech::internal::double_cast_new

X

xf namespace, [1], [2] xf::fintech::BicubicSplineInterpolation class xf::fintech::BinomialDistribution class xf::fintech::BinomialTree class, [1] xf::fintech::BinomialTreeInputDataType struct, [1] xf::fintech::BinomialTreeInputDataType <double> struct, [1] xf::fintech::BKModel class xf::fintech::blas::BitConv class xf::fintech::blas::BoolArr class xf::fintech::blas::MemUtil class xf::fintech::blas::SpmA class xf::fintech::blas::SpmC class xf::fintech::blas::Spmv class xf::fintech::blas::WideConv class xf::fintech::blas::WideType class xf::fintech::BrownianBridge class xf::fintech::BSModel class xf::fintech::BusinessDayConvention enum xf::fintech::CDSEngine class xf::fintech::CFB76 class xf::fintech::CFBlackScholes class, [1] xf::fintech::CFBlackScholesMerton class xf::fintech::CFGarmanKohlhagen class, [1] xf::fintech::CFQuanto class, [1] xf::fintech::CIRModel class xf::fintech::Compounding enum xf::fintech::CPICapFloorEngine class xf::fintech::CreditDefaultSwap class xf::fintech::CubicInterpolation class xf::fintech::Device class, [1] xf::fintech::Device::DeviceType enum, [1] xf::fintech::DeviceManager class, [1] xf::fintech::DiscountingBondEngine class xf::fintech::ECIRModel class xf::fintech::enums::BarrierType enum xf::fintech::enums::DiscreType enum xf::fintech::enums::ModelType enum xf::fintech::enums::OptionStyle enum xf::fintech::enums::RNGType enum xf::fintech::fdbslv class xf::fintech::FdG2SwaptionEngine class xf::fintech::FdG2SwaptionEngine::NinePointLinear struct xf::fintech::FdG2SwaptionEngine::TripleBandLinear struct xf::fintech::FDHeston class xf::fintech::FdHullWhiteEngine class xf::fintech::Fdm1dMesher class xf::fintech::Frequency enum xf::fintech::G2Model class xf::fintech::G2Model <DT, void, 0> class xf::fintech::hcf class, [1] xf::fintech::hcf::hcf_input_data struct xf::fintech::hcfEngineInputDataType struct xf::fintech::hcfEngineInputDataType <double> struct xf::fintech::HestonFD class xf::fintech::hestonfd::AdiSolver class xf::fintech::hestonfd::Coeffs class xf::fintech::HestonFD::HestonFDReturnVal enum xf::fintech::hestonfd::Matrices class xf::fintech::hestonfd::model_parameters_t struct xf::fintech::hestonfd::solver_parameters_t struct xf::fintech::HestonFDExecutionTime class xf::fintech::HestonFDModelParameters class xf::fintech::HestonFDOCLObjects class xf::fintech::HestonFDPriceRam class xf::fintech::HestonFDSolverParameters class xf::fintech::HestonFDSolverParameters::GridType enum xf::fintech::HestonModel class xf::fintech::HestonModel <ASSETS, DT, enums::kDTFullTruncation> class xf::fintech::HestonModel <ASSETS, DT, enums::kDTPartialTruncation> class xf::fintech::HestonModel <ASSETS, DT, enums::kDTQuadraticExponential> class xf::fintech::HestonModel <ASSETS, DT, enums::kDTQuadraticExponentialMartingale> class xf::fintech::HestonModel <ASSETS, DT, enums::kDTReflection> class xf::fintech::HJM class xf::fintech::hjmModelData struct xf::fintech::hjmModelParams struct xf::fintech::hjmZeroCouponBondPricer class xf::fintech::HullWhiteAnalytic class xf::fintech::HWAEngine class xf::fintech::HWModel class xf::fintech::HWModel <DT, void, 0> class xf::fintech::HWModelAnalytic class xf::fintech::InflationCapFloorEngine class xf::fintech::internal::BSPathGenerator class xf::fintech::internal::CapFloorPathPricer class xf::fintech::internal::complex_num struct xf::fintech::internal::CORRAND class xf::fintech::internal::CORRAND_2 class xf::fintech::internal::CORRAND_2_Sequence class xf::fintech::internal::CORRAND_2_Sequence <DT, RNG, SampleNum, ASSETS, false> class xf::fintech::internal::CubicSpline class xf::fintech::internal::double_cast_new union xf::fintech::internal::DTConvert32 union

xf::fintech::internal::DTConvert64 union xf::fintech::internal::FdBsLvSolverWrapper class xf::fintech::internal::FdBsLvSolverWrapper::Parallel3DataType struct xf::fintech::internal::FdBsLvSolverWrapper::ParallelDataType struct xf::fintech::internal::GaussUniformSequence class xf::fintech::internal::HestonPathGenerator class xf::fintech::internal::HestonPathGenerator <kDTFullTruncation, DT, SampNum, WithAntithetic> class xf::fintech::internal::HestonPathGenerator <kDTPartialTruncation, DT, SampNum, WithAntithetic> class xf::fintech::internal::HestonPathGenerator <kDTQuadraticExponential, DT, SampNum, WithAntithetic> class xf::fintech::internal::HestonPathGenerator <kDTQuadraticExponentialMartingale, DT, SampNum, WithAntithetic> class xf::fintech::internal::HestonPathGenerator <kDTReflection, DT, SampNum, WithAntithetic> class xf::fintech::internal::hjmPathGenerator class xf::fintech::internal::HJMPcaEngine class xf::fintech::internal::HullWhitePathGen class xf::fintech::internal::lmmPathGenerator class xf::fintech::internal::MultiAssetHestonPathGenerator class xf::fintech::internal::MultiAssetPathPricer class xf::fintech::internal::MultiAssetPathPricer <European, DT, ASSETS, SampleNum> class xf::fintech::internal::PathPricer class xf::fintech::internal::PathPricer <American, DT, StepFirst, SampNum, WithAntithetic> class xf::fintech::internal::PathPricer <Asian_AP, DT, StepFirst, SampNum, WithAntithetic> class xf::fintech::internal::PathPricer <Asian_AS, DT, StepFirst, SampNum, WithAntithetic> class xf::fintech::internal::PathPricer <Asian_GP, DT, StepFirst, SampNum, WithAntithetic> class xf::fintech::internal::PathPricer <BarrierBiased, DT, StepFirst, SampNum, WithAntithetic> class xf::fintech::internal::PathPricer <BarrierNoBiased, DT, StepFirst, SampNum, WithAntithetic> class xf::fintech::internal::PathPricer <Cliquet, DT, StepFirst, SampNum, false> class xf::fintech::internal::PathPricer <Digital, DT, StepFirst, SampNum, WithAntithetic> class xf::fintech::internal::PathPricer <European, DT, StepFirst, SampNum, WithAntithetic> class xf::fintech::internal::PathPricer <EuropeanBypass, DT, StepFirst, SampNum, WithAntithetic> class xf::fintech::internal::PathPricer <LongstaffSchwartz, DT, StepFirst, SampNum, WithAntithetic, MaxSteps> class xf::fintech::internal::RNGSequence class xf::fintech::internal::RNGSequence_1_N class xf::fintech::internal::RNGSequence_Heston_QuadraticExponential class xf::fintech::internal::RNGSequence_N class xf::fintech::internal::Solver class xf::fintech::internal::StreamWrapper class xf::fintech::internal::TimeGrid class xf::fintech::internal::TreeInstrument class xf::fintech::internal::TreeInstrument <DT, 0, LEN2> class xf::fintech::internal::TreeInstrument <DT, 1, LEN2> class xf::fintech::internal::TreeInstrument <DT, 2, LEN2> class xf::fintech::internal::TreeInstrument <DT, 3, LEN2> class xf::fintech::internal::xf_2D_array struct xf::fintech::jump_diffusion_params struct xf::fintech::LMM class xf::fintech::lmmCapPricer class xf::fintech::LMMController class xf::fintech::lmmCorrelationGenerator struct xf::fintech::lmmModelData struct xf::fintech::lmmModelParams struct xf::fintech::lmmRatchetCapPricer class xf::fintech::lmmRatchetFloaterPricer class xf::fintech::lmmReducedFactorCorrelationEngine class xf::fintech::lmmVolatilityGenerator struct xf::fintech::m76 class, [1] xf::fintech::m76::m76_input_data struct xf::fintech::MCAmerican class, [1] xf::fintech::MCEuropean class, [1] xf::fintech::MCEuropeanDJE class, [1] xf::fintech::MT19937 class xf::fintech::MT19937BoxMullerNormalRng class xf::fintech::MT19937IcnRng class xf::fintech::MT19937IcnRng <double> class xf::fintech::MT19937IcnRng <float> class xf::fintech::MT2203 class xf::fintech::MT2203IcnRng class xf::fintech::MT2203IcnRng <double> class xf::fintech::MT2203IcnRng <float> class xf::fintech::MultiVariateNormalRng class xf::fintech::OCLController class xf::fintech::OptionType enum, [1] xf::fintech::OrnsteinUhlenbeckProcess class xf::fintech::PCA class xf::fintech::pcaImplementationMethod enum xf::fintech::PopMCMC class, [1] xf::fintech::portfolio_optimisation class xf::fintech::SobolRsg class xf::fintech::SobolRsg1D class xf::fintech::stack_type struct xf::fintech::StochasticProcess1D class xf::fintech::Timestamp class xf::fintech::Trace class, [1] xf::fintech::TreeLattice class xf::fintech::TreeLattice <DT, Model, Process, Instrument, 1, LEN, LEN2> class xf::fintech::TreeLattice <DT, Model, Process, Instrument, 2, LEN, LEN2> class xf::fintech::TrinomialTree class xf::fintech::Type enum xf::fintech::VModel class xf::fintech::XoShiRo128Plus class xf::fintech::XoShiRo128PlusPlus class xf::fintech::XoShiRo128StarStar class