| CBoundaryCondition< FdmLinearOp > |  | 
| ▶CBoundaryCondition< TridiagonalOperator > |  | 
| CDirichletBC | Neumann boundary condition (i.e., constant value) | 
| CNeumannBC | Neumann boundary condition (i.e., constant derivative) | 
| CClone< ExerciseStrategy< QuantLib::CurveState > > |  | 
| CClone< MarketModelBasisSystem > |  | 
| CClone< MarketModelExerciseValue > |  | 
| CClone< MarketModelParametricExercise > |  | 
| CClone< QuantLib::FittedBondDiscountCurve::FittingMethod > |  | 
| CClone< QuantLib::MarketModelMultiProduct > |  | 
| CClone< QuantLib::MarketModelPathwiseMultiProduct > |  | 
| ▶CCuriouslyRecurringTemplate< AdditiveEQPBinomialTree > |  | 
| ▶CTree< AdditiveEQPBinomialTree > |  | 
| ▶CBinomialTree< AdditiveEQPBinomialTree > |  | 
| ▶CEqualProbabilitiesBinomialTree< AdditiveEQPBinomialTree > |  | 
| CAdditiveEQPBinomialTree | Additive equal probabilities binomial tree | 
| ▶CCuriouslyRecurringTemplate< Bisection > |  | 
| ▶CSolver1D< Bisection > |  | 
| CBisection | Bisection 1-D solver | 
| ▶CCuriouslyRecurringTemplate< BlackScholesLattice< T > > |  | 
| ▶CTreeLattice< BlackScholesLattice< T > > |  | 
| ▶CTreeLattice1D< BlackScholesLattice< T > > |  | 
| ▶CBlackScholesLattice< T > | Simple binomial lattice approximating the Black-Scholes model | 
| CTsiveriotisFernandesLattice< T > | Binomial lattice approximating the Tsiveriotis-Fernandes model | 
| ▶CCuriouslyRecurringTemplate< Brent > |  | 
| ▶CSolver1D< Brent > |  | 
| CBrent | Brent 1-D solver | 
| ▶CCuriouslyRecurringTemplate< CoxRossRubinstein > |  | 
| ▶CTree< CoxRossRubinstein > |  | 
| ▶CBinomialTree< CoxRossRubinstein > |  | 
| ▶CEqualJumpsBinomialTree< CoxRossRubinstein > |  | 
| CCoxRossRubinstein | Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree | 
| ▶CCuriouslyRecurringTemplate< ExtendedAdditiveEQPBinomialTree > |  | 
| ▶CTree< ExtendedAdditiveEQPBinomialTree > |  | 
| ▶CExtendedBinomialTree< ExtendedAdditiveEQPBinomialTree > |  | 
| ▶CExtendedEqualProbabilitiesBinomialTree< ExtendedAdditiveEQPBinomialTree > |  | 
| CExtendedAdditiveEQPBinomialTree | Additive equal probabilities binomial tree | 
| ▶CCuriouslyRecurringTemplate< ExtendedCoxRossRubinstein > |  | 
| ▶CTree< ExtendedCoxRossRubinstein > |  | 
| ▶CExtendedBinomialTree< ExtendedCoxRossRubinstein > |  | 
| ▶CExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein > |  | 
| CExtendedCoxRossRubinstein | Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree | 
| ▶CCuriouslyRecurringTemplate< ExtendedJarrowRudd > |  | 
| ▶CTree< ExtendedJarrowRudd > |  | 
| ▶CExtendedBinomialTree< ExtendedJarrowRudd > |  | 
| ▶CExtendedEqualProbabilitiesBinomialTree< ExtendedJarrowRudd > |  | 
| CExtendedJarrowRudd | Jarrow-Rudd (multiplicative) equal probabilities binomial tree | 
| ▶CCuriouslyRecurringTemplate< ExtendedJoshi4 > |  | 
| ▶CTree< ExtendedJoshi4 > |  | 
| CExtendedBinomialTree< ExtendedJoshi4 > |  | 
| ▶CCuriouslyRecurringTemplate< ExtendedLeisenReimer > |  | 
| ▶CTree< ExtendedLeisenReimer > |  | 
| ▶CExtendedBinomialTree< ExtendedLeisenReimer > |  | 
| CExtendedLeisenReimer | Leisen & Reimer tree: multiplicative approach | 
| ▶CCuriouslyRecurringTemplate< ExtendedTian > |  | 
| ▶CTree< ExtendedTian > |  | 
| ▶CExtendedBinomialTree< ExtendedTian > |  | 
| CExtendedTian | Tian tree: third moment matching, multiplicative approach | 
| ▶CCuriouslyRecurringTemplate< ExtendedTrigeorgis > |  | 
| ▶CTree< ExtendedTrigeorgis > |  | 
| ▶CExtendedBinomialTree< ExtendedTrigeorgis > |  | 
| ▶CExtendedEqualJumpsBinomialTree< ExtendedTrigeorgis > |  | 
| CExtendedTrigeorgis | Trigeorgis (additive equal jumps) binomial tree | 
| ▶CCuriouslyRecurringTemplate< FalsePosition > |  | 
| ▶CSolver1D< FalsePosition > |  | 
| CFalsePosition | False position 1-D solver | 
| ▶CCuriouslyRecurringTemplate< FiniteDifferenceNewtonSafe > |  | 
| ▶CSolver1D< FiniteDifferenceNewtonSafe > |  | 
| CFiniteDifferenceNewtonSafe | Safe Newton 1-D solver with finite difference derivatives | 
| ▶CCuriouslyRecurringTemplate< JarrowRudd > |  | 
| ▶CTree< JarrowRudd > |  | 
| ▶CBinomialTree< JarrowRudd > |  | 
| ▶CEqualProbabilitiesBinomialTree< JarrowRudd > |  | 
| CJarrowRudd | Jarrow-Rudd (multiplicative) equal probabilities binomial tree | 
| ▶CCuriouslyRecurringTemplate< Joshi4 > |  | 
| ▶CTree< Joshi4 > |  | 
| CBinomialTree< Joshi4 > |  | 
| ▶CCuriouslyRecurringTemplate< LeisenReimer > |  | 
| ▶CTree< LeisenReimer > |  | 
| ▶CBinomialTree< LeisenReimer > |  | 
| CLeisenReimer | Leisen & Reimer tree: multiplicative approach | 
| ▶CCuriouslyRecurringTemplate< Newton > |  | 
| ▶CSolver1D< Newton > |  | 
| CNewton | Newton 1-D solver | 
| ▶CCuriouslyRecurringTemplate< NewtonSafe > |  | 
| ▶CSolver1D< NewtonSafe > |  | 
| CNewtonSafe | Safe Newton 1-D solver | 
| ▶CCuriouslyRecurringTemplate< OneFactorModel::ShortRateTree > |  | 
| ▶CTreeLattice< OneFactorModel::ShortRateTree > |  | 
| ▶CTreeLattice1D< OneFactorModel::ShortRateTree > |  | 
| COneFactorModel::ShortRateTree | Recombining trinomial tree discretizing the state variable | 
| ▶CCuriouslyRecurringTemplate< Ridder > |  | 
| ▶CSolver1D< Ridder > |  | 
| CRidder | Ridder 1-D solver | 
| ▶CCuriouslyRecurringTemplate< Secant > |  | 
| ▶CSolver1D< Secant > |  | 
| CSecant | Secant 1-D solver | 
| ▶CCuriouslyRecurringTemplate< T > |  | 
| ▶CTree< T > | Tree approximating a single-factor diffusion | 
| ▶CBinomialTree< T > | Binomial tree base class | 
| CEqualJumpsBinomialTree< T > | Base class for equal jumps binomial tree | 
| CEqualProbabilitiesBinomialTree< T > | Base class for equal probabilities binomial tree | 
| ▶CExtendedBinomialTree< T > | Binomial tree base class | 
| CExtendedEqualJumpsBinomialTree< T > | Base class for equal jumps binomial tree | 
| CExtendedEqualProbabilitiesBinomialTree< T > | Base class for equal probabilities binomial tree | 
| ▶CCuriouslyRecurringTemplate< Tian > |  | 
| ▶CTree< Tian > |  | 
| ▶CBinomialTree< Tian > |  | 
| CTian | Tian tree: third moment matching, multiplicative approach | 
| ▶CCuriouslyRecurringTemplate< Trigeorgis > |  | 
| ▶CTree< Trigeorgis > |  | 
| ▶CBinomialTree< Trigeorgis > |  | 
| ▶CEqualJumpsBinomialTree< Trigeorgis > |  | 
| CTrigeorgis | Trigeorgis (additive equal jumps) binomial tree | 
| ▶CCuriouslyRecurringTemplate< TrinomialTree > |  | 
| ▶CTree< TrinomialTree > |  | 
| CTrinomialTree | Recombining trinomial tree class | 
| ▶CCuriouslyRecurringTemplate< TwoFactorModel::ShortRateTree > |  | 
| ▶CTreeLattice< TwoFactorModel::ShortRateTree > |  | 
| ▶CTreeLattice2D< TwoFactorModel::ShortRateTree, TrinomialTree > |  | 
| CTwoFactorModel::ShortRateTree | Recombining two-dimensional tree discretizing the state variable | 
| CEarlyExercisePathPricer< MultiPath > |  | 
| CEarlyExercisePathPricer< Path > |  | 
| CForwardOptionArguments< VanillaOption::arguments > |  | 
| CHandle< AffineModel > |  | 
| CHandle< BatesModel > |  | 
| CHandle< FdmQuantoHelper > |  | 
| CHandle< G2 > |  | 
| CHandle< Gaussian1dModel > |  | 
| CHandle< GJRGARCHModel > |  | 
| CHandle< HestonModel > |  | 
| CHandle< HullWhite > |  | 
| CHandle< LiborForwardModel > |  | 
| CHandle< ModelType > |  | 
| CHandle< OneFactorAffineModel > |  | 
| CHandle< PiecewiseTimeDependentHestonModel > |  | 
| CHandle< QuantLib::AbcdAtmVolCurve > |  | 
| CHandle< QuantLib::BaseCorrelationTermStructure< Corr2DInt_T > > |  | 
| ▶CHandle< QuantLib::Basket > |  | 
| CRelinkableHandle< QuantLib::Basket > |  | 
| CHandle< QuantLib::BatesProcess > |  | 
| CHandle< QuantLib::BlackAtmVolCurve > |  | 
| CHandle< QuantLib::BlackVarianceCurve > |  | 
| CHandle< QuantLib::BlackVolTermStructure > |  | 
| CHandle< QuantLib::CallableBondVolatilityStructure > |  | 
| CHandle< QuantLib::CapFloorTermVolCurve > |  | 
| CHandle< QuantLib::CPICapFloorTermPriceSurface > |  | 
| CHandle< QuantLib::CPIVolatilitySurface > |  | 
| ▶CHandle< QuantLib::DefaultProbabilityTermStructure > |  | 
| CRelinkableHandle< QuantLib::DefaultProbabilityTermStructure > |  | 
| CHandle< QuantLib::DeltaVolQuote > |  | 
| CHandle< QuantLib::ExtendedOrnsteinUhlenbeckProcess > |  | 
| CHandle< QuantLib::ExtOUWithJumpsProcess > |  | 
| CHandle< QuantLib::G2 > |  | 
| CHandle< QuantLib::GeneralizedBlackScholesProcess > |  | 
| CHandle< QuantLib::HestonModel > |  | 
| CHandle< QuantLib::HestonProcess > |  | 
| CHandle< QuantLib::HullWhite > |  | 
| CHandle< QuantLib::HullWhiteProcess > |  | 
| CHandle< QuantLib::InterestRateVolSurface > |  | 
| CHandle< QuantLib::KlugeExtOUProcess > |  | 
| ▶CHandle< QuantLib::LocalVolTermStructure > |  | 
| CRelinkableHandle< QuantLib::LocalVolTermStructure > |  | 
| CHandle< QuantLib::OneFactorCopula > |  | 
| CHandle< QuantLib::OptionletVolatilityStructure > |  | 
| CHandle< QuantLib::PricingEngine > |  | 
| ▶CHandle< QuantLib::Quote > |  | 
| CRelinkableHandle< QuantLib::Quote > |  | 
| CHandle< QuantLib::RecoveryRateQuote > |  | 
| CHandle< QuantLib::SwaptionVolatilityStructure > |  | 
| ▶CHandle< QuantLib::YieldTermStructure > |  | 
| CRelinkableHandle< QuantLib::YieldTermStructure > |  | 
| CHandle< QuantLib::YoYInflationTermStructure > |  | 
| CHandle< QuantLib::YoYOptionletVolatilitySurface > |  | 
| CHandle< QuantLib::ZeroInflationIndex > |  | 
| CHandle< QuantLib::ZeroInflationTermStructure > |  | 
| CHandle< ShortRateModel > |  | 
| CHandle< YieldTermStructure > |  | 
| ▶CInterpolatedCurve< Interpolator1D > |  | 
| CInterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | Interpolated flat smile surface | 
| CInverseCumulativeRsg< QuantLib::SobolRsg, QuantLib::InverseCumulativeNormal > |  | 
| ▶CMcSimulation< MultiVariate, RNG, S > |  | 
| ▶CMCVanillaEngine< MultiVariate, RNG, S > |  | 
| CMCEuropeanGJRGARCHEngine< RNG, S > | Monte Carlo GJR-GARCH-model engine for European options | 
| CMCEuropeanHestonEngine< RNG, S, P > | Monte Carlo Heston-model engine for European options | 
| CMCEuropeanBasketEngine< RNG, S > | Pricing engine for European basket options using Monte Carlo simulation | 
| CMCPagodaEngine< RNG, S > | Pricing engine for pagoda options using Monte Carlo simulation | 
| CMCPathBasketEngine< RNG, S > | Pricing engine for path dependent basket options using | 
| ▶CMcSimulation< MultiVariate, RNG, Statistics > |  | 
| ▶CMCLongstaffSchwartzEngine< BasketOption::engine, MultiVariate, RNG > |  | 
| CMCAmericanBasketEngine< RNG > | Least-square Monte Carlo engine | 
| ▶CMCLongstaffSchwartzPathEngine< PathMultiAssetOption::engine, MultiVariate, RNG > |  | 
| CMCAmericanPathEngine< RNG > | Least-square Monte Carlo engine | 
| ▶CMcSimulation< SingleVariate, RNG, S > |  | 
| ▶CMCLongstaffSchwartzEngine< VanillaOption::engine, SingleVariate, RNG, S, RNG_Calibration > |  | 
| CMCAmericanEngine< RNG, S, RNG_Calibration > | American Monte Carlo engine | 
| ▶CMCVanillaEngine< SingleVariate, RNG, S > |  | 
| CMCDigitalEngine< RNG, S > | Pricing engine for digital options using Monte Carlo simulation | 
| CMCEuropeanEngine< RNG, S > | European option pricing engine using Monte Carlo simulation | 
| CMCBarrierEngine< RNG, S > | Pricing engine for barrier options using Monte Carlo simulation | 
| ▶CMCDiscreteAveragingAsianEngine< RNG, S > | Pricing engine for discrete average Asians using Monte Carlo simulation | 
| CMCDiscreteArithmeticAPEngine< RNG, S > | Monte Carlo pricing engine for discrete arithmetic average price Asian | 
| CMCDiscreteArithmeticASEngine< RNG, S > | Monte Carlo pricing engine for discrete arithmetic average-strike Asian | 
| CMCDiscreteGeometricAPEngine< RNG, S > | Monte Carlo pricing engine for discrete geometric average price Asian | 
| CMCHullWhiteCapFloorEngine< RNG, S > | Monte Carlo Hull-White engine for cap/floors | 
| CMCPerformanceEngine< RNG, S > | Pricing engine for performance options using Monte Carlo simulation | 
| CMCVarianceSwapEngine< RNG, S > | Variance-swap pricing engine using Monte Carlo simulation, | 
| CObservableValue< Date > |  | 
| CObservableValue< TimeSeries< Real > > |  | 
| ▶CPathPricer< MultiPath > |  | 
| CLongstaffSchwartzMultiPathPricer | Longstaff-Schwarz path pricer for early exercise options | 
| CPathPricer< Path > |  | 
| ▶CPathPricer< PathType > |  | 
| CLongstaffSchwartzPathPricer< PathType > | Longstaff-Schwarz path pricer for early exercise options | 
| CAbcd | Abcd interpolation factory and traits | 
| ▶CAbcdMathFunction | Abcd functional form | 
| CAbcdFunction | Abcd functional form for instantaneous volatility | 
| CAccountingEngine | Engine collecting cash flows along a market-model simulation | 
| CAcyclicVisitor | Degenerate base class for the Acyclic Visitor pattern | 
| CAffineHazardRate |  | 
| CAliMikhailHaqCopula | Ali-Mikhail-Haq copula | 
| CAmericanCondition | American exercise condition | 
| CAmericanPayoffAtExpiry | Analytic formula for American exercise payoff at-expiry options | 
| CAmericanPayoffAtHit | Analytic formula for American exercise payoff at-hit options | 
| ▶CAnalyticDigitalAmericanEngine | Analytic pricing engine for American vanilla options with digital payoff | 
| CAnalyticDigitalAmericanKOEngine | Analytic pricing engine for American Knock-out options with digital payoff | 
| CAnalyticEuropeanEngine | Pricing engine for European vanilla options using analytical formulae | 
| CAnalyticTwoAssetCorrelationEngine | Analytic two-asset correlation option engine | 
| CAonia | Aonia index | 
| CArray | 1-D array used in linear algebra | 
| CAssetSwap::arguments | Arguments for asset swap calculation | 
| CAssetSwap::results | Results from simple swap calculation | 
| CASX | Main cycle of the Australian Securities Exchange (a.k.a. ASX) months | 
| CAtomicDefault | Atomic (single contractual event) default events | 
| CAverage | Placeholder for enumerated averaging types | 
| CAverageBMALeg | Helper class building a sequence of average BMA coupons | 
| CBackwardFlat | Backward-flat interpolation factory and traits | 
| CBaroneAdesiWhaleyApproximationEngine | Barone-Adesi and Whaley pricing engine for American options (1987) | 
| CBarrier | Placeholder for enumerated barrier types | 
| ▶CBarrierOption::arguments | Arguments for barrier option calculation | 
| CDividendBarrierOption::arguments | Arguments for dividend barrier option calculation | 
| CBernsteinPolynomial | Class of Bernstein polynomials | 
| CBFGS | Broyden-Fletcher-Goldfarb-Shanno algorithm | 
| CBicubic | Bicubic-spline-interpolation factory | 
| CBilinear | Bilinear-interpolation factory | 
| CBinomialConvertibleEngine< T > | Binomial Tsiveriotis-Fernandes engine for convertible bonds | 
| CBinomialDistribution | Binomial probability distribution function | 
| CBinomialProbabilityOfAtLeastNEvents | Probability of at least N events | 
| CBinomialVanillaEngine< T > | Pricing engine for vanilla options using binomial trees | 
| CBivariateCumulativeNormalDistributionDr78 | Cumulative bivariate normal distribution function | 
| CBivariateCumulativeNormalDistributionWe04DP | Cumulative bivariate normal distibution function (West 2004) | 
| CBivariateCumulativeStudentDistribution | Cumulative Student t-distribution | 
| CBjerksundStenslandApproximationEngine | Bjerksund and Stensland pricing engine for American options (1993) | 
| ▶CBlackCalculator | Black 1976 calculator class | 
| CBlackScholesCalculator | Black-Scholes 1973 calculator class | 
| CBlackDeltaCalculator | Black delta calculator class | 
| CBondFunctions | Bond adapters of CashFlows functions | 
| CBootstrapError< Curve > | Bootstrap error | 
| CBoundaryCondition< Operator > | Abstract boundary condition class for finite difference problems | 
| CBoxMullerGaussianRng< RNG > | Gaussian random number generator | 
| CBrownianBridge | Builds Wiener process paths using Gaussian variates | 
| CBSpline | B-spline basis functions | 
| ▶CCalendar | calendar class | 
| CArgentina | Argentinian calendars | 
| CAustralia | Australian calendar | 
| CBespokeCalendar | Bespoke calendar | 
| CBotswana | Botswana calendar | 
| CBrazil | Brazilian calendar | 
| CCanada | Canadian calendar | 
| CChina | Chinese calendar | 
| CCzechRepublic | Czech calendars | 
| CDenmark | Danish calendar | 
| CFinland | Finnish calendar | 
| CGermany | German calendars | 
| CHongKong | Hong Kong calendars | 
| CHungary | Hungarian calendar | 
| CIceland | Icelandic calendars | 
| CIndia | Indian calendars | 
| CIndonesia | Indonesian calendars | 
| CIsrael | Israel calendar | 
| CItaly | Italian calendars | 
| CJapan | Japanese calendar | 
| CJointCalendar | Joint calendar | 
| CMexico | Mexican calendars | 
| CNewZealand | New Zealand calendar | 
| CNorway | Norwegian calendar | 
| CNullCalendar | Calendar for reproducing theoretical calculations | 
| CPoland | Polish calendar | 
| CRomania | Romanian calendars | 
| CRussia | Russian calendars | 
| CSaudiArabia | Saudi Arabian calendar | 
| CSingapore | Singapore calendars | 
| CSlovakia | Slovak calendars | 
| CSouthAfrica | South-African calendar | 
| CSouthKorea | South Korean calendars | 
| CSweden | Swedish calendar | 
| CSwitzerland | Swiss calendar | 
| CTaiwan | Taiwanese calendars | 
| CTARGET | TARGET calendar | 
| CTurkey | Turkish calendar | 
| CUkraine | Ukrainian calendars | 
| CUnitedKingdom | United Kingdom calendars | 
| CUnitedStates | United States calendars | 
| CWeekendsOnly | Weekends-only calendar | 
| ▶CCalendar::Impl | Abstract base class for calendar implementations | 
| CCalendar::OrthodoxImpl | Partial calendar implementation | 
| CCalendar::WesternImpl | Partial calendar implementation | 
| CCallability::Price | Amount to be paid upon callability | 
| CCallableBond::results | Results for a callable bond calculation | 
| CCapFloor::arguments | Arguments for cap/floor calculation | 
| CCapPseudoDerivative |  | 
| CCashFlows | cashflow-analysis functions | 
| CCatBond::results | Results for a cat bond calculation | 
| CCdsOption::results | Results from CDS-option calculation | 
| CClaytonCopula | Clayton copula | 
| CClaytonCopulaRng< RNG > | Clayton copula random-number generator | 
| CCLGaussianRng< RNG > | Gaussian random number generator | 
| CClone< T > | Cloning proxy to an underlying object | 
| CCmsLeg | Helper class building a sequence of capped/floored cms-rate coupons | 
| CCMSMMDriftCalculator | Drift computation for CMS market models | 
| CCmsSpreadLeg | Helper class building a sequence of capped/floored cms-spread-rate coupons | 
| CCommodityPricingHelper | Commodity index helper | 
| CCommodityType | Commodity type | 
| CComposite< T > | Composite pattern | 
| CConjugateGradient | Multi-dimensional Conjugate Gradient class | 
| CConstantEstimator | Constant-estimator volatility model | 
| ▶CConstraint | Base constraint class | 
| CBoundaryConstraint | Constraint imposing all arguments to be in [low,high] | 
| CCompositeConstraint | Constraint enforcing both given sub-constraints | 
| CNoConstraint | No constraint | 
| CNonhomogeneousBoundaryConstraint | Constraint imposing i-th argument to be in [low_i,high_i] for all i | 
| CPositiveConstraint | Constraint imposing positivity to all arguments | 
| CConstraint::Impl | Base class for constraint implementations | 
| CContinuousAveragingAsianOption::arguments | Extra arguments for single-asset continuous-average Asian option | 
| ▶CContinuousFixedLookbackOption::arguments | Arguments for continuous fixed lookback option calculation | 
| CContinuousPartialFixedLookbackOption::arguments | Arguments for continuous partial fixed lookback option calculation | 
| ▶CContinuousFloatingLookbackOption::arguments | Arguments for continuous floating lookback option calculation | 
| CContinuousPartialFloatingLookbackOption::arguments | Arguments for continuous partial floating lookback option calculation | 
| CConvergenceStatistics< T, U > | Statistics class with convergence table | 
| CConvexMonotone | Convex-monotone interpolation factory and traits | 
| ▶CCostFunction | Cost function abstract class for optimization problem | 
| CLeastSquareFunction | Cost function for least-square problems | 
| CProjectedCostFunction | Parameterized cost function | 
| CCounterpartyAdjSwapEngine |  | 
| CCovarianceDecomposition | Covariance decomposition into correlation and variances | 
| CCPILeg | Helper class building a sequence of capped/floored CPI coupons | 
| CCPISwap::arguments | Arguments for swap calculation | 
| CCPISwap::results | Results from swap calculation | 
| CCreditRiskPlus |  | 
| CCubic | Cubic interpolation factory and traits | 
| CCumulativeBehrensFisher | Cumulative (generalized) BehrensFisher distribution | 
| CCumulativeBinomialDistribution | Cumulative binomial distribution function | 
| CCumulativeNormalDistribution | Cumulative normal distribution function | 
| CCumulativePoissonDistribution | Cumulative Poisson distribution function | 
| CCumulativeStudentDistribution | Cumulative Student t-distribution | 
| ▶CCuriouslyRecurringTemplate< Impl > | Support for the curiously recurring template pattern | 
| CSolver1D< Impl > | Base class for 1-D solvers | 
| ▶CTreeLattice< Impl > | Tree-based lattice-method base class | 
| CTreeLattice1D< Impl > | One-dimensional tree-based lattice | 
| CTreeLattice2D< Impl, T > | Two-dimensional tree-based lattice | 
| ▶CCurrency | Currency specification | 
| CARSCurrency | Argentinian peso | 
| CATSCurrency | Austrian shilling | 
| CAUDCurrency | Australian dollar | 
| CBCHCurrency | Bitcoin Cash | 
| CBDTCurrency | Bangladesh taka | 
| CBEFCurrency | Belgian franc | 
| CBGLCurrency | Bulgarian lev | 
| CBRLCurrency | Brazilian real | 
| CBTCCurrency | Bitcoin | 
| CBYRCurrency | Belarussian ruble | 
| CCADCurrency | Canadian dollar | 
| CCHFCurrency | Swiss franc | 
| CCLPCurrency | Chilean peso | 
| CCNYCurrency | Chinese yuan | 
| CCOPCurrency | Colombian peso | 
| CCYPCurrency | Cyprus pound | 
| CCZKCurrency | Czech koruna | 
| CDASHCurrency | Dash coin | 
| CDEMCurrency | Deutsche mark | 
| CDKKCurrency | Danish krone | 
| CEEKCurrency | Estonian kroon | 
| CESPCurrency | Spanish peseta | 
| CETCCurrency | Ethereum Classic | 
| CETHCurrency | Ethereum | 
| CEURCurrency | European Euro | 
| CFIMCurrency | Finnish markka | 
| CFRFCurrency | French franc | 
| CGBPCurrency | British pound sterling | 
| CGRDCurrency | Greek drachma | 
| CHKDCurrency | Hong Kong dollar | 
| CHUFCurrency | Hungarian forint | 
| CIDRCurrency | Indonesian Rupiah | 
| CIEPCurrency | Irish punt | 
| CILSCurrency | Israeli shekel | 
| CINRCurrency | Indian rupee | 
| CIQDCurrency | Iraqi dinar | 
| CIRRCurrency | Iranian rial | 
| CISKCurrency | Icelandic krona | 
| CITLCurrency | Italian lira | 
| CJPYCurrency | Japanese yen | 
| CKRWCurrency | South-Korean won | 
| CKWDCurrency | Kuwaiti dinar | 
| CLTCCurrency | Litecoin | 
| CLTLCurrency | Lithuanian litas | 
| CLUFCurrency | Luxembourg franc | 
| CLVLCurrency | Latvian lat | 
| CMTLCurrency | Maltese lira | 
| CMXNCurrency | Mexican peso | 
| CMYRCurrency | Malaysian Ringgit | 
| CNLGCurrency | Dutch guilder | 
| CNOKCurrency | Norwegian krone | 
| CNPRCurrency | Nepal rupee | 
| CNZDCurrency | New Zealand dollar | 
| CPEHCurrency | Peruvian sol | 
| CPEICurrency | Peruvian inti | 
| CPENCurrency | Peruvian nuevo sol | 
| CPKRCurrency | Pakistani rupee | 
| CPLNCurrency | Polish zloty | 
| CPTECurrency | Portuguese escudo | 
| CROLCurrency | Romanian leu | 
| CRONCurrency | Romanian new leu | 
| CRUBCurrency | Russian ruble | 
| CSARCurrency | Saudi riyal | 
| CSEKCurrency | Swedish krona | 
| CSGDCurrency | Singapore dollar | 
| CSITCurrency | Slovenian tolar | 
| CSKKCurrency | Slovak koruna | 
| CTHBCurrency | Thai baht | 
| CTRLCurrency | Turkish lira | 
| CTRYCurrency | New Turkish lira | 
| CTTDCurrency | Trinidad & Tobago dollar | 
| CTWDCurrency | Taiwan dollar | 
| CUAHCurrency | Ukrainian hryvnia | 
| CUSDCurrency | U.S. dollar | 
| CVEBCurrency | Venezuelan bolivar | 
| CVNDCurrency | Vietnamese Dong | 
| CXRPCurrency | Ripple | 
| CZARCurrency | South-African rand | 
| CZECCurrency | Zcash | 
| CCurve | Abstract curve class | 
| ▶CCurveState | Curve state for market-model simulations | 
| CCMSwapCurveState | Curve state for constant-maturity-swap market models | 
| CCoterminalSwapCurveState | Curve state for coterminal-swap market models | 
| CLMMCurveState | Curve state for Libor market models | 
| CDate | Concrete date class | 
| CDateGeneration | Date-generation rule | 
| ▶CDateInterval | Date interval described by a number of a given time unit | 
| CPricingPeriod | Time pricingperiod described by a number of a given time unit | 
| ▶CDayCounter | Day counter class | 
| CActual360 | Actual/360 day count convention | 
| CActual365Fixed | Actual/365 (Fixed) day count convention | 
| CActual365NoLeap | Actual/365 (No Leap) day count convention | 
| CActualActual | Actual/Actual day count | 
| CBusiness252 | Business/252 day count convention | 
| COneDayCounter | 1/1 day count convention | 
| CSimpleDayCounter | Simple day counter for reproducing theoretical calculations | 
| CThirty360 | 30/360 day count convention | 
| CDayCounter::Impl | Abstract base class for day counter implementations | 
| CDefaultDensity | Default-density-curve traits | 
| ▶CDefaultProbKey |  | 
| CNorthAmericaCorpDefaultKey | ISDA standard default contractual key for corporate US debt | 
| ▶CDefaultType | Atomic credit-event type | 
| CFailureToPay | Failure to Pay atomic event type | 
| CImpliedVolatilityHelper | Helper class for one-asset implied-volatility calculation | 
| CRoot | Utility for the numerical time solver | 
| CDigitalCmsLeg | Helper class building a sequence of digital ibor-rate coupons | 
| CDigitalCmsSpreadLeg | Helper class building a sequence of digital ibor-rate coupons | 
| CDigitalIborLeg | Helper class building a sequence of digital ibor-rate coupons | 
| CDiscount | Discount-curve traits | 
| CDiscreteAveragingAsianOption::arguments | Extra arguments for single-asset discrete-average Asian option | 
| CDiscreteTrapezoidIntegral |  | 
| ▶CDiscretizedAsset | Discretized asset class used by numerical methods | 
| CDiscretizedDermanKaniDoubleBarrierOption | Derman-Kani-Ergener-Bardhan discretized option helper class | 
| CDiscretizedDiscountBond | Useful discretized discount bond asset | 
| CDiscretizedDoubleBarrierOption | Standard discretized option helper class | 
| CDiscretizedOption | Discretized option on a given asset | 
| CDisposable< T > | Generic disposable object with move semantics | 
| CDividendVanillaOption::arguments | Arguments for dividend vanilla option calculation | 
| CDoubleBarrier | Placeholder for enumerated barrier types | 
| CDoubleBarrierOption::arguments | Arguments for double barrier option calculation | 
| CDuration | duration type | 
| Cearlier_than< T > | Compare two objects by date | 
| CEarlyExercisePathPricer< PathType, TimeType, ValueType > | Base class for early exercise path pricers | 
| CECB | European Central Bank reserve maintenance dates | 
| CEndCriteria | Criteria to end optimization process: | 
| CEnergyBasisSwap | Energy basis swap | 
| CEnergyVanillaSwap | Vanilla energy swap | 
| CEonia | Eonia (Euro Overnight Index Average) rate fixed by the ECB | 
| CErrorFunction | Error function | 
| CEvolutionDescription | Market-model evolution description | 
| CExchangeRate | Exchange rate between two currencies | 
| ▶CExercise | Base exercise class | 
| ▶CEarlyExercise | Early-exercise base class | 
| CAmericanExercise | American exercise | 
| ▶CBermudanExercise | Bermudan exercise | 
| CSwingExercise | Swing exercise | 
| CEuropeanExercise | European exercise | 
| CRebatedExercise | Rebated exercise | 
| CExponentialJump1dMesher |  | 
| ▶CExtrapolator | Base class for classes possibly allowing extrapolation | 
| ▶CInterpolation | Base class for 1-D interpolations | 
| CAbcdInterpolation | Abcd interpolation between discrete points | 
| CBackwardFlatInterpolation | Backward-flat interpolation between discrete points | 
| CConvexMonotoneInterpolation< I1, I2 > | Convex monotone yield-curve interpolation method | 
| CCubicInterpolation | Cubic interpolation between discrete points | 
| CForwardFlatInterpolation | Forward-flat interpolation between discrete points | 
| CKernelInterpolation | Kernel interpolation between discrete points | 
| CLinearInterpolation | Linear interpolation between discrete points | 
| CLogCubicInterpolation | log-cubic interpolation between discrete points | 
| CLogLinearInterpolation | log-linear interpolation between discrete points | 
| CLogMixedLinearCubicInterpolation | log-mixedlinearcubic interpolation between discrete points | 
| CMixedLinearCubicInterpolation | Mixed linear/cubic interpolation between discrete points | 
| CNoArbSabrInterpolation | No arbitrage sabr smile interpolation between discrete volatility points | 
| CSABRInterpolation | SABR smile interpolation between discrete volatility points | 
| CSviInterpolation | Svi smile interpolation between discrete volatility points | 
| CVannaVolgaInterpolation | Vanna Volga interpolation between discrete points | 
| CZabrInterpolation< Evaluation > | Zabr smile interpolation between discrete volatility points | 
| ▶CInterpolation2D | Base class for 2-D interpolations | 
| CBicubicSpline | Bicubic-spline interpolation between discrete points | 
| CBilinearInterpolation | bilinear interpolation between discrete points | 
| CKernelInterpolation2D |  | 
| CPolynomial2DSpline | Polynomial2D-spline interpolation between discrete points | 
| ▶CTermStructure | Basic term-structure functionality | 
| ▶CCallableBondVolatilityStructure | Callable-bond volatility structure | 
| CCallableBondConstantVolatility | Constant callable-bond volatility, no time-strike dependence | 
| CCommodityCurve | Commodity term structure | 
| ▶CCorrelationTermStructure |  | 
| CBaseCorrelationTermStructure< Interpolator2D_T > |  | 
| ▶CDefaultProbabilityTermStructure | Default probability term structure | 
| ▶CDefaultDensityStructure | Default-density term structure | 
| CInterpolatedDefaultDensityCurve< Interpolator > | DefaultProbabilityTermStructure based on interpolation of default densities | 
| ▶CHazardRateStructure | Hazard-rate term structure | 
| CFactorSpreadedHazardRateCurve | Default-probability structure with a multiplicative spread on hazard rates | 
| CFlatHazardRate | Flat hazard-rate curve | 
| CInterpolatedHazardRateCurve< Interpolator > | DefaultProbabilityTermStructure based on interpolation of hazard rates | 
| ▶COneFactorAffineSurvivalStructure |  | 
| CInterpolatedAffineHazardRateCurve< Interpolator > |  | 
| CSpreadedHazardRateCurve | Default-probability structure with an additive spread on hazard rates | 
| ▶CSurvivalProbabilityStructure | Hazard-rate term structure | 
| CInterpolatedSurvivalProbabilityCurve< Interpolator > | DefaultProbabilityTermStructure based on interpolation of survival probabilities | 
| ▶CInflationTermStructure | Interface for inflation term structures | 
| CCPICapFloorTermPriceSurface | Provides cpi cap/floor prices by interpolation and put/call parity (not cap/floor/swap* parity) | 
| CYoYCapFloorTermPriceSurface | Abstract base class, inheriting from InflationTermStructure | 
| ▶CYoYInflationTermStructure | Base class for year-on-year inflation term structures | 
| ▶CInterpolatedYoYInflationCurve< Interpolator > | Inflation term structure based on interpolated year-on-year rates | 
| CPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | Piecewise year-on-year inflation term structure | 
| ▶CZeroInflationTermStructure | Interface for zero inflation term structures | 
| ▶CInterpolatedZeroInflationCurve< Interpolator > | Inflation term structure based on the interpolation of zero rates | 
| CPiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > | Piecewise zero-inflation term structure | 
| ▶CVolatilityTermStructure | Volatility term structure | 
| ▶CBlackAtmVolCurve | Black at-the-money (no-smile) volatility curve | 
| CAbcdAtmVolCurve | Abcd-interpolated at-the-money (no-smile) volatility curve | 
| ▶CBlackVolSurface | Black volatility (smile) surface | 
| CEquityFXVolSurface | Equity/FX volatility (smile) surface | 
| ▶CInterestRateVolSurface | Interest rate volatility (smile) surface | 
| CSabrVolSurface | SABR volatility (smile) surface | 
| ▶CBlackVolTermStructure | Black-volatility term structure | 
| ▶CBlackVarianceTermStructure | Black variance term structure | 
| CBlackVarianceCurve | Black volatility curve modelled as variance curve | 
| CBlackVarianceSurface | Black volatility surface modelled as variance surface | 
| CExtendedBlackVarianceCurve | Black volatility curve modelled as variance curve | 
| CExtendedBlackVarianceSurface | Black volatility surface modelled as variance surface | 
| CImpliedVolTermStructure | Implied vol term structure at a given date in the future | 
| ▶CBlackVolatilityTermStructure | Black-volatility term structure | 
| CBlackConstantVol | Constant Black volatility, no time-strike dependence | 
| ▶CCapFloorTermVolatilityStructure | Cap/floor term-volatility structure | 
| CCapFloorTermVolCurve | Cap/floor at-the-money term-volatility vector | 
| CCapFloorTermVolSurface | Cap/floor smile volatility surface | 
| CConstantCapFloorTermVolatility | Constant caplet volatility, no time-strike dependence | 
| ▶CCPIVolatilitySurface | Zero inflation (i.e. CPI/RPI/HICP/etc.) volatility structures | 
| CConstantCPIVolatility | Constant surface, no K or T dependence | 
| ▶CLocalVolTermStructure |  | 
| CLocalConstantVol | Constant local volatility, no time-strike dependence | 
| CLocalVolCurve | Local volatility curve derived from a Black curve | 
| CLocalVolSurface | Local volatility surface derived from a Black vol surface | 
| ▶COptionletVolatilityStructure | Optionlet (caplet/floorlet) volatility structure | 
| CConstantOptionletVolatility | Constant caplet volatility, no time-strike dependence | 
| CStrippedOptionletAdapter |  | 
| ▶CSwaptionVolatilityStructure | Swaption-volatility structure | 
| CConstantSwaptionVolatility | Constant swaption volatility, no time-strike dependence | 
| ▶CYoYOptionletVolatilitySurface |  | 
| ▶CInterpolatedYoYOptionletVolatilityCurve< Interpolator > |  | 
| CPiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | Piecewise year-on-year inflation volatility term structure | 
| CConstantYoYOptionletVolatility | Constant surface, no K or T dependence | 
| CInterpolatedYoYOptionletVolatilityCurve< Interpolator1D > | Interpolated flat smile surface | 
| CKInterpolatedYoYOptionletVolatilitySurface< Interpolator1D > | K-interpolated YoY optionlet volatility | 
| ▶CYieldTermStructure | Interest-rate term structure | 
| CFittedBondDiscountCurve | Discount curve fitted to a set of fixed-coupon bonds | 
| CFlatForward | Flat interest-rate curve | 
| ▶CForwardRateStructure | Forward-rate term structure | 
| CForwardSpreadedTermStructure | Term structure with added spread on the instantaneous forward rate | 
| CInterpolatedForwardCurve< Interpolator > | YieldTermStructure based on interpolation of forward rates | 
| CImpliedTermStructure | Implied term structure at a given date in the future | 
| CInterpolatedDiscountCurve< Interpolator > | YieldTermStructure based on interpolation of discount factors | 
| ▶CZeroYieldStructure | Zero-yield term structure | 
| CDriftTermStructure | Drift term structure | 
| CInterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator > | Yield curve with an added vector of spreads on the zero-yield rate | 
| CInterpolatedZeroCurve< Interpolator > | YieldTermStructure based on interpolation of zero rates | 
| CQuantoTermStructure | Quanto term structure | 
| CZeroSpreadedTermStructure | Term structure with an added spread on the zero yield rate | 
| CFactorial | Factorial numbers calculator | 
| CFarlieGumbelMorgensternCopula | Farlie-Gumbel-Morgenstern copula | 
| CFarlieGumbelMorgensternCopulaRng< RNG > | Farlie-Gumbel-Morgenstern copula random-number generator | 
| CFastFourierTransform | FFT implementation | 
| CFaureRsg | Faure low-discrepancy sequence generator | 
| CFDAmericanEngine< Scheme > | Finite-differences pricing engine for American one asset options | 
| CFDBermudanEngine< Scheme > | Finite-differences Bermudan engine | 
| CFDDividendAmericanEngine< Scheme > | Finite-differences pricing engine for dividend American options | 
| ▶CFDDividendEngineBase< Scheme > | Abstract base class for dividend engines | 
| CFDDividendEngineMerton73< Scheme > | Finite-differences pricing engine for dividend options using escowed dividends model | 
| CFDDividendEngineShiftScale< Scheme > | Finite-differences engine for dividend options using shifted dividends | 
| CFDDividendEuropeanEngine< Scheme > | Finite-differences pricing engine for dividend European options | 
| CFDDividendShoutEngine< Scheme > | Finite-differences shout engine with dividends | 
| CFdmExtOUJumpOp |  | 
| CFdmKlugeExtOUOp |  | 
| CFDShoutEngine< Scheme > | Finite-differences pricing engine for shout vanilla options | 
| ▶CFDVanillaEngine | Finite-differences pricing engine for BSM one asset options | 
| CFDEuropeanEngine< Scheme > | Pricing engine for European options using finite-differences | 
| CFDStepConditionEngine< Scheme > | Finite-differences pricing engine for American-style vanilla options | 
| CFedFunds | Fed Funds rate fixed by the FED | 
| ▶CFFTEngine | Base class for FFT pricing engines for European vanilla options | 
| CFFTVanillaEngine | FFT Pricing engine vanilla options under a Black Scholes process | 
| CFFTVarianceGammaEngine | FFT engine for vanilla options under a Variance Gamma process | 
| CFilonIntegral | Integral of a one-dimensional function | 
| CFiniteDifferenceModel< Evolver > | Generic finite difference model | 
| ▶CFittedBondDiscountCurve::FittingMethod | Base fitting method used to construct a fitted bond discount curve | 
| CCubicBSplinesFitting | CubicSpline B-splines fitting method | 
| CExponentialSplinesFitting | Exponential-splines fitting method | 
| CNelsonSiegelFitting | Nelson-Siegel fitting method | 
| CSimplePolynomialFitting | Simple polynomial fitting method | 
| CSpreadFittingMethod | Spread fitting method helper | 
| CSvenssonFitting | Svensson Fitting method | 
| CFixedRateLeg | Helper class building a sequence of fixed rate coupons | 
| ▶CFloatFloatSwap::arguments | Arguments for float float swap calculation | 
| CFloatFloatSwaption::arguments | Arguments for cms swaption calculation | 
| CFloatFloatSwap::results | Results from float float swap calculation | 
| CFloatingCatBond | Floating-rate cat bond (possibly capped and/or floored) | 
| CForwardFlat | Forward-flat interpolation factory and traits | 
| CForwardOptionArguments< ArgumentsType > | Arguments for forward (strike-resetting) option calculation | 
| CForwardRate | Forward-curve traits | 
| CFrankCopula | Frank copula | 
| CFrankCopulaRng< RNG > | Frank copula random-number generator | 
| CGalambosCopula | Galambos copula | 
| CGammaFunction | Gamma function class | 
| CGarch11 | GARCH volatility model | 
| CGarmanKlassAbstract | Garman-Klass volatility model | 
| CGaussianCopula | Gaussian copula | 
| CGaussianCopulaPolicy |  | 
| ▶CGaussianOrthogonalPolynomial | Orthogonal polynomial for Gaussian quadratures | 
| CGaussHermitePolynomial | Gauss-Hermite polynomial | 
| CGaussHyperbolicPolynomial | Gauss hyperbolic polynomial | 
| ▶CGaussJacobiPolynomial | Gauss-Jacobi polynomial | 
| CGaussChebyshev2ndPolynomial | Gauss-Chebyshev polynomial (second kind) | 
| CGaussChebyshevPolynomial | Gauss-Chebyshev polynomial | 
| CGaussGegenbauerPolynomial | Gauss-Gegenbauer polynomial | 
| CGaussLegendrePolynomial | Gauss-Legendre polynomial | 
| CGaussLaguerrePolynomial | Gauss-Laguerre polynomial | 
| CGaussNonCentralChiSquaredPolynomial | Gauss polynomial for the non central chi squared distribution | 
| CGaussianQuadMultidimIntegrator | Integrates a vector or scalar function of vector domain | 
| ▶CGaussianQuadrature | Integral of a 1-dimensional function using the Gauss quadratures method | 
| CGaussChebyshev2ndIntegration | Gauss-Chebyshev integration (second kind) | 
| CGaussChebyshevIntegration | Gauss-Chebyshev integration | 
| CGaussGegenbauerIntegration | Gauss-Gegenbauer integration | 
| CGaussHermiteIntegration | Generalized Gauss-Hermite integration | 
| CGaussHyperbolicIntegration | Gauss-Hyperbolic integration | 
| CGaussJacobiIntegration | Gauss-Jacobi integration | 
| CGaussLaguerreIntegration | Generalized Gauss-Laguerre integration | 
| CGaussLegendreIntegration | Gauss-Legendre integration | 
| CGaussKronrodAdaptive | Integral of a 1-dimensional function using the Gauss-Kronrod methods | 
| CGaussKronrodNonAdaptive | Integral of a 1-dimensional function using the Gauss-Kronrod methods | 
| CGaussLobattoIntegral | Integral of a one-dimensional function | 
| CGeneralizedHullWhite::Dynamics | Short-rate dynamics in the generalized Hull-White model | 
| CGeneralLinearLeastSquares | General linear least squares regression | 
| CGeneralStatistics | Statistics tool | 
| CGenericGaussianStatistics< Stat > | Statistics tool for gaussian-assumption risk measures | 
| CGenericRiskStatistics< S > | Empirical-distribution risk measures | 
| ▶CGenericSequenceStatistics< StatisticsType > | Statistics analysis of N-dimensional (sequence) data | 
| CDiscrepancyStatistics | Statistic tool for sequences with discrepancy calculation | 
| CGMRESResult |  | 
| ▶CGreeks | Additional option results | 
| ▶CMultiAssetOption::results | Results from multi-asset option calculation | 
| CMargrabeOption::results | Extra results for Margrabe option | 
| COneAssetOption::results | Results from single-asset option calculation | 
| CGumbelCopula | Gumbel copula | 
| CHaltonRsg | Halton low-discrepancy sequence generator | 
| ▶CHandle< T > | Shared handle to an observable | 
| CRelinkableHandle< T > | Relinkable handle to an observable | 
| CHazardRate | Hazard-rate-curve traits | 
| ▶CHestonExpansion |  | 
| CFordeHestonExpansion |  | 
| CLPP2HestonExpansion |  | 
| CLPP3HestonExpansion |  | 
| CHestonRNDCalculator | Risk neutral terminal probability density for the Heston model | 
| CHistogram | Histogram class | 
| CHistoricalForwardRatesAnalysisImpl< Traits, Interpolator > | Historical correlation class | 
| CHistoricalRatesAnalysis | Historical rate analysis class | 
| CHuslerReissCopula | Husler-Reiss copula | 
| CIborLeg | Helper class building a sequence of capped/floored ibor-rate coupons | 
| CIMM | Main cycle of the International Money Market (a.k.a. IMM) months | 
| CIncrementalStatistics | Statistics tool based on incremental accumulation | 
| CIndependentCopula | Independent copula | 
| CIntegralEngine | Pricing engine for European vanilla options using integral approach | 
| CInterestRate | Concrete interest rate class | 
| ▶CInterpolatedCurve< Interpolator > | Helper class to build interpolated term structures | 
| CInterpolatedYoYOptionletVolatilityCurve< Interpolator > |  | 
| CInterpolatedAffineHazardRateCurve< Interpolator > |  | 
| CInterpolatedDefaultDensityCurve< Interpolator > | DefaultProbabilityTermStructure based on interpolation of default densities | 
| CInterpolatedDiscountCurve< Interpolator > | YieldTermStructure based on interpolation of discount factors | 
| CInterpolatedForwardCurve< Interpolator > | YieldTermStructure based on interpolation of forward rates | 
| CInterpolatedHazardRateCurve< Interpolator > | DefaultProbabilityTermStructure based on interpolation of hazard rates | 
| CInterpolatedSurvivalProbabilityCurve< Interpolator > | DefaultProbabilityTermStructure based on interpolation of survival probabilities | 
| CInterpolatedYoYInflationCurve< Interpolator > | Inflation term structure based on interpolated year-on-year rates | 
| CInterpolatedZeroCurve< Interpolator > | YieldTermStructure based on interpolation of zero rates | 
| CInterpolatedZeroInflationCurve< Interpolator > | Inflation term structure based on the interpolation of zero rates | 
| CInterpolatingCPICapFloorEngine |  | 
| ▶CInterpolation2D::Impl | Abstract base class for 2-D interpolation implementations | 
| CInterpolation2D::templateImpl< I1, I2, M > | Basic template implementation | 
| ▶CInterpolation::Impl | Abstract base class for interpolation implementations | 
| CInterpolation::templateImpl< I1, I2 > | Basic template implementation | 
| CIntervalPrice | Interval price | 
| CInverseCumulativeBehrensFisher | Inverse of the cumulative of the convolution of odd-T distributions | 
| CInverseCumulativeNormal | Inverse cumulative normal distribution function | 
| CInverseCumulativePoisson | Inverse cumulative Poisson distribution function | 
| CInverseCumulativeRng< RNG, IC > | Inverse cumulative random number generator | 
| CInverseCumulativeRsg< USG, IC > | Inverse cumulative random sequence generator | 
| CInverseCumulativeStudent | Inverse cumulative Student t-distribution | 
| CIrregularSettlement | settlement information | 
| ▶CIrregularSwap::arguments | Arguments for irregular-swap calculation | 
| CIrregularSwaption::arguments | Arguments for irregular-swaption calculation | 
| CIrregularSwap::results | Results from irregular-swap calculation | 
| CIsdaCdsEngine |  | 
| CIsotropicRandomWalk< Distribution, Engine > | Isotropic random walk | 
| CIterativeBootstrap< Curve > | Universal piecewise-term-structure boostrapper | 
| CJumpDiffusionEngine | Jump-diffusion engine for vanilla options | 
| CJuQuadraticApproximationEngine | Pricing engine for American options with Ju quadratic approximation | 
| ▶CKernelFunction |  | 
| CGaussianKernel | Gaussian kernel function | 
| CKnuthUniformRng | Uniform random number generator | 
| CLatentModel< copulaPolicyImpl >::FactorSampler< USNG, bool > |  | 
| ▶CLattice | Lattice (tree, finite-differences) base class | 
| CTreeLattice< Impl > | Tree-based lattice-method base class | 
| CTreeLattice< BlackScholesLattice< T > > |  | 
| CTreeLattice< OneFactorModel::ShortRateTree > |  | 
| CTreeLattice< TwoFactorModel::ShortRateTree > |  | 
| CLeastSquareProblem | Base class for least square problem | 
| CLecuyerUniformRng | Uniform random number generator | 
| CLexicographicalView< RandomAccessIterator > | Lexicographical 2-D view of a contiguous set of data | 
| ▶CLfmCovarianceParameterization | Libor market model parameterization | 
| CLfmCovarianceProxy | Proxy for a libor forward model covariance parameterization | 
| CLfmHullWhiteParameterization | Libor market model parameterization based on Hull White paper | 
| CLinear | Linear-interpolation factory and traits | 
| ▶CLineSearch | Base class for line search | 
| CArmijoLineSearch | Armijo line search | 
| ▶CLmCorrelationModel | libor forward correlation model | 
| CLmExponentialCorrelationModel | Exponential correlation model | 
| CLmLinearExponentialCorrelationModel | linear exponential correlation model | 
| CLMMDriftCalculator | Drift computation for log-normal Libor market models | 
| CLMMNormalDriftCalculator | Drift computation for normal Libor market models | 
| ▶CLmVolatilityModel | Caplet volatility model | 
| CLmConstWrapperVolatilityModel | Caplet const volatility model | 
| ▶CLmLinearExponentialVolatilityModel | linear exponential volatility model | 
| CLmExtLinearExponentialVolModel | Extended linear exponential volatility model | 
| CLocalBootstrap< Curve > | Localised-term-structure bootstrapper for most curve types | 
| CLogCubic | Log-cubic interpolation factory and traits | 
| CLogLinear | Log-linear interpolation factory and traits | 
| CLogMixedLinearCubic | Log-cubic interpolation factory and traits | 
| ▶CLossDist | Probability formulas and algorithms | 
| CLossDistBinomial | Binomial loss distribution | 
| CLossDistBucketing | Loss distribution with Hull-White bucketing | 
| CLossDistHomogeneous | Loss Distribution for Homogeneous Pool | 
| CLossDistMonteCarlo | Loss distribution with Monte Carlo simulation | 
| CMaddockCumulativeNormal | Maddock's cumulative normal distribution class | 
| CMaddockInverseCumulativeNormal | Maddock's Inverse cumulative normal distribution class | 
| CMakeArithmeticAverageOIS | Helper class | 
| CMakeCapFloor | Helper class | 
| CMakeCms | Helper class for instantiating CMS | 
| CMakeCreditDefaultSwap | Helper class | 
| CMakeMCAmericanBasketEngine< RNG > | Monte Carlo American basket-option engine factory | 
| CMakeMCAmericanEngine< RNG, S, RNG_Calibration > | Monte Carlo American engine factory | 
| CMakeMCAmericanPathEngine< RNG > | Monte Carlo American basket-option engine factory | 
| CMakeMCBarrierEngine< RNG, S > | Monte Carlo barrier-option engine factory | 
| CMakeMCDigitalEngine< RNG, S > | Monte Carlo digital engine factory | 
| CMakeMCEuropeanBasketEngine< RNG, S > | Monte Carlo basket-option engine factory | 
| CMakeMCEuropeanEngine< RNG, S > | Monte Carlo European engine factory | 
| CMakeMCEuropeanGJRGARCHEngine< RNG, S > | Monte Carlo GJR-GARCH European engine factory | 
| CMakeMCEuropeanHestonEngine< RNG, S, P > | Monte Carlo Heston European engine factory | 
| CMakeMCEverestEngine< RNG, S > | Monte Carlo Everest-option engine factory | 
| CMakeMCHestonHullWhiteEngine< RNG, S > | Monte Carlo Heston/Hull-White engine factory | 
| CMakeMCHimalayaEngine< RNG, S > | Monte Carlo Himalaya-option engine factory | 
| CMakeMCHullWhiteCapFloorEngine< RNG, S > | Monte Carlo Hull-White cap-floor engine factory | 
| CMakeMCPagodaEngine< RNG, S > | Monte Carlo pagoda-option engine factory | 
| CMakeMCPathBasketEngine< RNG, S > | Monte Carlo Path Basket engine factory | 
| CMakeMCPerformanceEngine< RNG, S > | Monte Carlo performance-option engine factory | 
| CMakeMCVarianceSwapEngine< RNG, S > | Monte Carlo variance-swap engine factory | 
| CMakeOIS | Helper class | 
| CMakeSchedule | Helper class | 
| CMakeSwaption | Helper class | 
| CMakeVanillaSwap | Helper class | 
| CMakeYoYInflationCapFloor | Helper class | 
| ▶CMarketModel | Base class for market models | 
| CAbcdVol | Abcd-interpolated volatility structure | 
| ▶CMarketModelEvolver | Market-model evolver | 
| ▶CConstrainedEvolver | Constrained market-model evolver | 
| CLogNormalFwdRateEulerConstrained | Euler stepping | 
| CLogNormalCmSwapRatePc | Predictor-Corrector | 
| CLogNormalCotSwapRatePc | Predictor-Corrector | 
| CLogNormalFwdRateBalland | Iterative Predictor-Corrector | 
| CLogNormalFwdRateEuler | Euler | 
| CLogNormalFwdRateiBalland | Iterative Predictor-Corrector | 
| CLogNormalFwdRateIpc | Iterative Predictor-Corrector | 
| CLogNormalFwdRatePc | Predictor-Corrector | 
| CNormalFwdRatePc | Predictor-Corrector | 
| CSVDDFwdRatePc |  | 
| ▶CMarketModelMultiProduct | Market-model product | 
| CMarketModelCashRebate |  | 
| ▶CMarketModelComposite | Composition of two or more market-model products | 
| CMultiProductComposite | Composition of one or more market-model products | 
| CSingleProductComposite | Composition of one or more market-model products | 
| ▶CMultiProductMultiStep | Multiple-step market-model product | 
| CMultiStepSwaption |  | 
| CMultiProductOneStep | Single-step market-model product | 
| CMultiProductPathwiseWrapper |  | 
| CMarketModelPathwiseDiscounter |  | 
| ▶CMarketModelPathwiseMultiProduct | Market-model pathwise product | 
| CMarketModelPathwiseCashRebate |  | 
| CMarketModelPathwiseCoterminalSwaptionsDeflated |  | 
| CMarketModelPathwiseCoterminalSwaptionsNumericalDeflated |  | 
| CMarketModelPathwiseInverseFloater |  | 
| CMarketModelPathwiseMultiCaplet | Market-model pathwise caplet | 
| CMarketModelPathwiseMultiDeflatedCap |  | 
| CMarketModelPathwiseSwap |  | 
| ▶CMarketModelVolProcess |  | 
| CSquareRootAndersen |  | 
| CMarshallOlkinCopula | Marshall-Olkin copula | 
| ▶CMatrix | Matrix used in linear algebra | 
| CDisposable< QuantLib::Matrix > |  | 
| CMaxCopula | Max copula | 
| ▶CMcSimulation< MC, RNG, S > | Base class for Monte Carlo engines | 
| CMCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S, RNG_Calibration > | Longstaff-Schwarz Monte Carlo engine for early exercise options | 
| CMCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S > | Longstaff-Schwarz Monte Carlo engine for early exercise options | 
| CMCVanillaEngine< MC, RNG, S, Inst > | Pricing engine for vanilla options using Monte Carlo simulation | 
| ▶CMeanRevertingPricer |  | 
| ▶CHaganPricer | CMS-coupon pricer | 
| CAnalyticHaganPricer | CMS-coupon pricer | 
| CNumericHaganPricer | CMS-coupon pricer | 
| CLinearTsrPricer | CMS-coupon pricer | 
| CMersenneTwisterUniformRng | Uniform random number generator | 
| CMinCopula | Min copula | 
| CMixedLinearCubic | Mixed linear/cubic interpolation factory and traits | 
| ▶CMixedScheme< Operator > | Mixed (explicit/implicit) scheme for finite difference methods | 
| CCrankNicolson< Operator > | Crank-Nicolson scheme for finite difference methods | 
| CExplicitEuler< Operator > | Forward Euler scheme for finite difference methods | 
| CImplicitEuler< Operator > | Backward Euler scheme for finite difference methods | 
| CModifiedCraigSneydScheme | Modified Craig-Sneyd scheme | 
| CMoney | Amount of cash | 
| CMonteCarloModel< MC, RNG, S > | General-purpose Monte Carlo model for path samples | 
| ▶CMoreGreeks | More additional option results | 
| COneAssetOption::results | Results from single-asset option calculation | 
| CMoroInverseCumulativeNormal | Moro Inverse cumulative normal distribution class | 
| CMTBrownianGenerator | Mersenne-twister Brownian generator for market-model simulations | 
| CMultiCubicSpline< i > | N-dimensional cubic spline interpolation between discrete points | 
| CMultidimIntegral | Integrates a vector or scalar function of vector domain | 
| CMultiPath | Correlated multiple asset paths | 
| CMultiPathGenerator< GSG > | Generates a multipath from a random number generator | 
| CMultiVariate< RNG > | Default Monte Carlo traits for multi-variate models | 
| CNoArbSabr | No arbtrage sabr interpolation factory and traits | 
| CNonLinearLeastSquare | Non-linear least-square method | 
| ▶CNonstandardSwap::arguments | Arguments for nonstandard swap calculation | 
| CNonstandardSwaption::arguments | Arguments for nonstandard swaption calculation | 
| CNonstandardSwap::results | Results from nonstandard swap calculation | 
| CNormalDistribution | Normal distribution function | 
| CNull< T > | Template class providing a null value for a given type | 
| CNull< Array > | Specialization of null template for this class | 
| CNull< Date > | Specialization of Null template for the Date class | 
| CNumericalDifferentiation | Numerical Differentiation on arbitrarily spaced grids | 
| CNzocr | Nzocr index | 
| ▶CObservable | Object that notifies its changes to a set of observers | 
| ▶CBootstrapHelper< YoYInflationTermStructure > |  | 
| CYearOnYearInflationSwapHelper | Year-on-year inflation-swap bootstrap helper | 
| ▶CBootstrapHelper< YoYOptionletVolatilitySurface > |  | 
| CYoYOptionletHelper | Year-on-year inflation-volatility bootstrap helper | 
| ▶CBootstrapHelper< ZeroInflationTermStructure > |  | 
| CZeroCouponInflationSwapHelper | Zero-coupon inflation-swap bootstrap helper | 
| ▶CLatentModel< copulaPolicy > |  | 
| ▶CDefaultLatentModel< copulaPolicy > | Default event Latent Model | 
| ▶CConstantLossLatentmodel< copulaPolicy > |  | 
| CConstantLossModel< copulaPolicy > |  | 
| CSpotRecoveryLatentModel< copulaPolicy > | Random spot recovery rate latent variable portfolio model | 
| ▶CLatentModel< GaussianCopulaPolicy > |  | 
| CGaussianLHPLossModel |  | 
| ▶CAffineModel | Affine model class | 
| CG2 | Two-additive-factor gaussian model class | 
| CLiborForwardModel | Libor forward model | 
| ▶COneFactorAffineModel | Single-factor affine base class | 
| ▶CCoxIngersollRoss | Cox-Ingersoll-Ross model class | 
| CExtendedCoxIngersollRoss | Extended Cox-Ingersoll-Ross model class | 
| CGeneralizedHullWhite | Generalized Hull-White model class | 
| ▶CVasicek | Vasicek model class | 
| CHullWhite | Single-factor Hull-White (extended Vasicek) model class | 
| ▶CBootstrapHelper< TS > | Base helper class for bootstrapping | 
| ▶CBondHelper | Bond helper for curve bootstrap | 
| CCPIBondHelper | CPI bond helper for curve bootstrap | 
| CFixedRateBondHelper | Fixed-coupon bond helper for curve bootstrap | 
| CDatedOISRateHelper | Rate helper for bootstrapping over Overnight Indexed Swap rates | 
| CFuturesRateHelper | Rate helper for bootstrapping over IborIndex futures prices | 
| ▶CRelativeDateBootstrapHelper< TS > | Bootstrap helper with date schedule relative to global evaluation date | 
| CArithmeticOISRateHelper | Rate helper for bootstrapping over Overnight Indexed Swap rates | 
| CBMASwapRateHelper | Rate helper for bootstrapping over BMA swap rates | 
| ▶CCdsHelper |  | 
| CSpreadCdsHelper | Spread-quoted CDS hazard rate bootstrap helper | 
| CUpfrontCdsHelper | Upfront-quoted CDS hazard rate bootstrap helper | 
| CDepositRateHelper | Rate helper for bootstrapping over deposit rates | 
| CFraRateHelper | Rate helper for bootstrapping over FRA rates | 
| CFxSwapRateHelper | Rate helper for bootstrapping over Fx Swap rates | 
| COISRateHelper | Rate helper for bootstrapping over Overnight Indexed Swap rates | 
| CSwapRateHelper | Rate helper for bootstrapping over swap rates | 
| ▶CCalibratedModel | Calibrated model class | 
| CGJRGARCHModel | GJR-GARCH model for the stochastic volatility of an asset | 
| CGsr | One factor gsr model, formulation is in forward measure | 
| ▶CHestonModel | Heston model for the stochastic volatility of an asset | 
| CBatesModel | Bates stochastic-volatility model | 
| CLiborForwardModel | Libor forward model | 
| CMarkovFunctional |  | 
| CPiecewiseTimeDependentHestonModel | Piecewise time dependent Heston model | 
| ▶CShortRateModel | Abstract short-rate model class | 
| ▶COneFactorModel | Single-factor short-rate model abstract class | 
| CBlackKarasinski | Standard Black-Karasinski model class | 
| COneFactorAffineModel | Single-factor affine base class | 
| ▶CTwoFactorModel | Abstract base-class for two-factor models | 
| CG2 | Two-additive-factor gaussian model class | 
| CVarianceGammaModel | Variance Gamma model | 
| ▶CClaim | Claim associated to a default event | 
| CFaceValueAccrualClaim | Claim on the notional of a reference security, including accrual | 
| CFaceValueClaim | Claim on a notional | 
| CCommodityIndex | Base class for commodity indexes | 
| ▶CDefaultLossModel |  | 
| CBaseCorrelationLossModel< BaseModel_T, Corr2DInt_T > |  | 
| CBinomialLossModel< LLM > |  | 
| CConstantLossModel< copulaPolicy > |  | 
| CGaussianLHPLossModel |  | 
| CHomogeneousPoolLossModel< copulaPolicy > | Default loss distribution convolution for finite homogeneous pool | 
| CInhomogeneousPoolLossModel< copulaPolicy > | Default loss distribution convolution for finite non homogeneous pool | 
| CRandomLM< derivedRandomLM, copulaPolicy, USNG > |  | 
| CRecursiveLossModel< copulaPolicy > |  | 
| CSaddlePointLossModel< CP > | Saddle point portfolio credit default loss model | 
| ▶CRandomLM< RandomDefaultLM, copulaPolicy, USNG > |  | 
| CRandomDefaultLM< copulaPolicy, USNG > |  | 
| ▶CRandomLM< RandomLossLM, copulaPolicy, USNG > |  | 
| CRandomLossLM< copulaPolicy, USNG > |  | 
| ▶CEvent | Base class for event | 
| ▶CCallability | instrument callability | 
| CSoftCallability | callability leaving to the holder the possibility to convert | 
| ▶CCashFlow | Base class for cash flows | 
| ▶CCoupon | coupon accruing over a fixed period | 
| CFixedRateCoupon | Coupon paying a fixed interest rate | 
| ▶CFloatingRateCoupon | Base floating-rate coupon class | 
| CAverageBMACoupon | Average BMA coupon | 
| CCappedFlooredCoupon | Capped and/or floored floating-rate coupon | 
| CCmsCoupon | CMS coupon class | 
| CCmsSpreadCoupon | CMS spread coupon class | 
| ▶CDigitalCoupon | Digital-payoff coupon | 
| CDigitalCmsCoupon | Cms-rate coupon with digital digital call/put option | 
| CDigitalCmsSpreadCoupon | Cms-spread-rate coupon with digital digital call/put option | 
| CDigitalIborCoupon | Ibor rate coupon with digital digital call/put option | 
| CIborCoupon | Coupon paying a Libor-type index | 
| COvernightIndexedCoupon | Overnight coupon | 
| ▶CInflationCoupon | Base inflation-coupon class | 
| CCPICoupon | Coupon paying the performance of a CPI (zero inflation) index | 
| ▶CYoYInflationCoupon | Coupon paying a YoY-inflation type index | 
| CCappedFlooredYoYInflationCoupon | Capped or floored inflation coupon | 
| ▶CDividend | Predetermined cash flow | 
| CFixedDividend | Predetermined cash flow | 
| CFractionalDividend | Predetermined cash flow | 
| ▶CIndexedCashFlow | Cash flow dependent on an index ratio | 
| CCPICashFlow | Cash flow paying the performance of a CPI (zero inflation) index | 
| ▶CSimpleCashFlow | Predetermined cash flow | 
| CAmortizingPayment | Amortizing payment | 
| CRedemption | Bond redemption | 
| CDefaultEvent | Credit event on a bond of a certain seniority(ies)/currency | 
| ▶CFloatingRateCouponPricer | Generic pricer for floating-rate coupons | 
| CArithmeticAveragedOvernightIndexedCouponPricer |  | 
| ▶CCmsCouponPricer | Base pricer for vanilla CMS coupons | 
| CHaganPricer | CMS-coupon pricer | 
| CLinearTsrPricer | CMS-coupon pricer | 
| ▶CCmsSpreadCouponPricer | Base pricer for vanilla CMS spread coupons | 
| CLognormalCmsSpreadPricer | CMS spread - coupon pricer | 
| ▶CIborCouponPricer | Base pricer for capped/floored Ibor coupons | 
| CBlackIborCouponPricer |  | 
| ▶CIndex | Purely virtual base class for indexes | 
| ▶CInflationIndex | Base class for inflation-rate indexes, | 
| ▶CYoYInflationIndex | Base class for year-on-year inflation indices | 
| CYYAUCPI | Genuine year-on-year AU CPI (i.e. not a ratio) | 
| CYYAUCPIr | Fake year-on-year AUCPI (i.e. a ratio) | 
| CYYEUHICP | Genuine year-on-year EU HICP (i.e. not a ratio of EU HICP) | 
| CYYEUHICPr | Fake year-on-year EU HICP (i.e. a ratio of EU HICP) | 
| CYYEUHICPXT | Genuine year-on-year EU HICPXT | 
| CYYFRHICP | Genuine year-on-year FR HICP (i.e. not a ratio) | 
| CYYFRHICPr | Fake year-on-year FR HICP (i.e. a ratio) | 
| CYYGenericCPI | Genuine year-on-year Generic CPI (i.e. not a ratio) | 
| CYYGenericCPIr | Fake year-on-year GenericCPI (i.e. a ratio) | 
| CYYUKRPI | Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI) | 
| CYYUKRPIr | Fake year-on-year UK RPI (i.e. a ratio of UK RPI) | 
| CYYUSCPI | Genuine year-on-year US CPI (i.e. not a ratio of US CPI) | 
| CYYUSCPIr | Fake year-on-year US CPI (i.e. a ratio of US CPI) | 
| CYYZACPI | Genuine year-on-year South African CPI (i.e. not a ratio of ZA CPI) | 
| CYYZACPIr | Fake year-on-year South African CPI (i.e. a ratio of ZA CPI) | 
| ▶CZeroInflationIndex | Base class for zero inflation indices | 
| CAUCPI | AU CPI index (either quarterly or annual) | 
| CEUHICP | EU HICP index | 
| CEUHICPXT | EU HICPXT index | 
| CFRHICP | FR HICP index | 
| CGenericCPI | Generic CPI index | 
| CUKRPI | UK Retail Price Inflation Index | 
| CUSCPI | US CPI index | 
| CZACPI | South African Comsumer Price Inflation Index | 
| ▶CInterestRateIndex | Base class for interest rate indexes | 
| CBMAIndex | Bond Market Association index | 
| ▶CIborIndex | Base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.) | 
| ▶CBbsw | Bbsw index | 
| CBbsw1M | 1-month Bbsw index | 
| CBbsw2M | 2-months Bbsw index | 
| CBbsw3M | 3-months Bbsw index | 
| CBbsw4M | 4-months Bbsw index | 
| CBbsw5M | 5-months Bbsw index | 
| CBbsw6M | 6-months Bbsw index | 
| ▶CBkbm | Bkbm index | 
| CBkbm1M | 1-month Bkbm index | 
| CBkbm2M | 2-months Bkbm index | 
| CBkbm3M | 3-months Bkbm index | 
| CBkbm4M | 4-months Bkbm index | 
| CBkbm5M | 5-months Bkbm index | 
| CBkbm6M | 6-months Bkbm index | 
| CCdor | CDOR rate | 
| ▶CDailyTenorEURLibor | Base class for the one day deposit ICE EUR LIBOR indexes | 
| CEURLiborON | Overnight EUR Libor index | 
| ▶CDailyTenorLibor | Base class for all O/N-S/N BBA LIBOR indexes but the EUR ones | 
| CCADLiborON | Overnight CAD Libor index | 
| CDailyTenorCHFLibor | Base class for the one day deposit BBA CHF LIBOR indexes | 
| ▶CDailyTenorGBPLibor | Base class for the one day deposit ICE GBP LIBOR indexes | 
| CGBPLiborON | Overnight GBP Libor index | 
| CDailyTenorJPYLibor | Base class for the one day deposit ICE JPY LIBOR indexes | 
| ▶CDailyTenorUSDLibor | Base class for the one day deposit ICE USD LIBOR indexes | 
| CUSDLiborON | Overnight USD Libor index | 
| ▶CEuribor | Euribor index | 
| CEuribor10M | 10-months Euribor index | 
| CEuribor11M | 11-months Euribor index | 
| CEuribor1M | 1-month Euribor index | 
| CEuribor1Y | 1-year Euribor index | 
| CEuribor2M | 2-months Euribor index | 
| CEuribor2W | 2-weeks Euribor index | 
| CEuribor3M | 3-months Euribor index | 
| CEuribor3W | 3-weeks Euribor index | 
| CEuribor4M | 4-months Euribor index | 
| CEuribor5M | 5-months Euribor index | 
| CEuribor6M | 6-months Euribor index | 
| CEuribor7M | 7-months Euribor index | 
| CEuribor8M | 8-months Euribor index | 
| CEuribor9M | 9-months Euribor index | 
| CEuriborSW | 1-week Euribor index | 
| ▶CEuribor365 | Actual/365 Euribor index | 
| CEuribor365_10M | 10-months Euribor365 index | 
| CEuribor365_11M | 11-months Euribor365 index | 
| CEuribor365_1M | 1-month Euribor365 index | 
| CEuribor365_1Y | 1-year Euribor365 index | 
| CEuribor365_2M | 2-months Euribor365 index | 
| CEuribor365_2W | 2-weeks Euribor365 index | 
| CEuribor365_3M | 3-months Euribor365 index | 
| CEuribor365_3W | 3-weeks Euribor365 index | 
| CEuribor365_4M | 4-months Euribor365 index | 
| CEuribor365_5M | 5-months Euribor365 index | 
| CEuribor365_6M | 6-months Euribor365 index | 
| CEuribor365_7M | 7-months Euribor365 index | 
| CEuribor365_8M | 8-months Euribor365 index | 
| CEuribor365_9M | 9-months Euribor365 index | 
| CEuribor365_SW | 1-week Euribor365 index | 
| ▶CEURLibor | Base class for all ICE EUR LIBOR indexes but the O/N | 
| CEURLibor10M | 10-months EUR Libor index | 
| CEURLibor11M | 11-months EUR Libor index | 
| CEURLibor1M | 1-month EUR Libor index | 
| CEURLibor1Y | 1-year EUR Libor index | 
| CEURLibor2M | 2-months EUR Libor index | 
| CEURLibor2W | 2-weeks EUR Libor index | 
| CEURLibor3M | 3-months EUR Libor index | 
| CEURLibor4M | 4-months EUR Libor index | 
| CEURLibor5M | 5-months EUR Libor index | 
| CEURLibor6M | 6-months EUR Libor index | 
| CEURLibor7M | 7-months EUR Libor index | 
| CEURLibor8M | 8-months EUR Libor index | 
| CEURLibor9M | 9-months EUR Libor index | 
| CEURLiborSW | 1-week EUR Libor index | 
| CJibar | JIBAR rate | 
| ▶CLibor | Base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones | 
| CAUDLibor | AUD LIBOR rate | 
| CCADLibor | CAD LIBOR rate | 
| CCHFLibor | CHF LIBOR rate | 
| CDKKLibor | DKK LIBOR rate | 
| CGBPLibor | GBP LIBOR rate | 
| CJPYLibor | JPY LIBOR rate | 
| CNZDLibor | NZD LIBOR rate | 
| CSEKLibor | SEK LIBOR rate | 
| CUSDLibor | USD LIBOR rate | 
| CProxyIbor | IborIndex calculated as proxy of some other IborIndex | 
| CTibor | JPY TIBOR index | 
| CTRLibor | TRY LIBOR rate | 
| CZibor | CHF ZIBOR rate | 
| ▶CSwapIndex | Base class for swap-rate indexes | 
| CChfLiborSwapIsdaFix | ChfLiborSwapIsdaFix index base class | 
| CEuriborSwapIfrFix | EuriborSwapIfrFix index base class | 
| CEuriborSwapIsdaFixA | EuriborSwapIsdaFixA index base class | 
| CEuriborSwapIsdaFixB | EuriborSwapIsdaFixB index base class | 
| CEurLiborSwapIfrFix | EurLiborSwapIfrFix index base class | 
| CEurLiborSwapIsdaFixA | EurLiborSwapIsdaFixA index base class | 
| CEurLiborSwapIsdaFixB | EurLiborSwapIsdaFixB index base class | 
| CGbpLiborSwapIsdaFix | GbpLiborSwapIsdaFix index base class | 
| CJpyLiborSwapIsdaFixAm | JpyLiborSwapIsdaFixAm index base class | 
| CJpyLiborSwapIsdaFixPm | JpyLiborSwapIsdaFixPm index base class | 
| COvernightIndexedSwapIndex | Base class for overnight indexed swap indexes | 
| CUsdLiborSwapIsdaFixAm | UsdLiborSwapIsdaFixAm index base class | 
| CUsdLiborSwapIsdaFixPm | UsdLiborSwapIsdaFixPm index base class | 
| CSwapSpreadIndex | Class for swap-rate spread indexes | 
| ▶CInflationCouponPricer | Base inflation-coupon pricer | 
| CCPICouponPricer | Base pricer for capped/floored CPI coupons N.B. vol-dependent parts are a TODO | 
| ▶CYoYInflationCouponPricer | Base pricer for capped/floored YoY inflation coupons | 
| CBachelierYoYInflationCouponPricer | Bachelier-formula pricer for capped/floored yoy inflation coupons | 
| CBlackYoYInflationCouponPricer | Black-formula pricer for capped/floored yoy inflation coupons | 
| CUnitDisplacedBlackYoYInflationCouponPricer | Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons | 
| CLatentModel< copulaPolicyImpl > | Generic multifactor latent variable model | 
| ▶CLazyObject | Framework for calculation on demand and result caching | 
| CAbcdAtmVolCurve | Abcd-interpolated at-the-money (no-smile) volatility curve | 
| CAndreasenHugeVolatilityInterpl | Calibration of a local volatility surface to a sparse grid of options | 
| CBasket |  | 
| ▶CCalibrationHelper | Liquid market instrument used during calibration | 
| CCapHelper | Calibration helper for ATM cap | 
| CHestonModelHelper | Calibration helper for Heston model | 
| CSwaptionHelper | Calibration helper for ATM swaption | 
| CCapFloorTermVolCurve | Cap/floor at-the-money term-volatility vector | 
| CCapFloorTermVolSurface | Cap/floor smile volatility surface | 
| CCmsMarket | Set of CMS quotes | 
| CEurodollarFuturesImpliedStdDevQuote | quote for the Eurodollar-future implied standard deviation | 
| CFittedBondDiscountCurve | Discount curve fitted to a set of fixed-coupon bonds | 
| CFlatForward | Flat interest-rate curve | 
| CForwardSwapQuote | Quote for a forward starting swap | 
| ▶CGaussian1dModel |  | 
| CGsr | One factor gsr model, formulation is in forward measure | 
| CMarkovFunctional |  | 
| CHestonSLVMCModel |  | 
| CImpliedStdDevQuote | quote for the implied standard deviation of an underlying | 
| ▶CInstrument | Abstract instrument class | 
| ▶CBond | Base bond class | 
| CAmortizingCmsRateBond | Amortizing CMS-rate bond | 
| CAmortizingFixedRateBond | Amortizing fixed-rate bond | 
| CAmortizingFloatingRateBond | Amortizing floating-rate bond (possibly capped and/or floored) | 
| ▶CCallableBond | Callable bond base class | 
| ▶CCallableFixedRateBond | Callable/puttable fixed rate bond | 
| CCallableZeroCouponBond | Callable/puttable zero coupon bond | 
| CCmsRateBond | CMS-rate bond | 
| ▶CConvertibleBond | Base class for convertible bonds | 
| CConvertibleFixedCouponBond | Convertible fixed-coupon bond | 
| CConvertibleFloatingRateBond | Convertible floating-rate bond | 
| CConvertibleZeroCouponBond | Convertible zero-coupon bond | 
| CCPIBond |  | 
| ▶CFixedRateBond | Fixed-rate bond | 
| CBTP | Italian BTP (Buono Poliennali del Tesoro) fixed rate bond | 
| ▶CFloatingRateBond | Floating-rate bond (possibly capped and/or floored) | 
| CCCTEU |  | 
| CZeroCouponBond | Zero-coupon bond | 
| ▶CCapFloor | Base class for cap-like instruments | 
| CCap | Concrete cap class | 
| CCollar | Concrete collar class | 
| CFloor | Concrete floor class | 
| CCDO | Collateralized debt obligation | 
| ▶CCommodity | Commodity base class | 
| ▶CEnergyCommodity | Energy commodity class | 
| CEnergyFuture | Energy future | 
| CCompositeInstrument | Composite instrument | 
| CCPICapFloor | CPI cap or floor | 
| CCreditDefaultSwap | Credit default swap | 
| ▶CForward | Abstract base forward class | 
| CFixedRateBondForward | Forward contract on a fixed-rate bond | 
| CNthToDefault | N-th to default swap | 
| ▶COption | Base option class | 
| CCdsOption | CDS option | 
| CFloatFloatSwaption | Floatfloat swaption class | 
| CIrregularSwaption | Irregular Swaption class | 
| ▶CMultiAssetOption | Base class for options on multiple assets | 
| CBasketOption | Basket option on a number of assets | 
| CHimalayaOption | Himalaya option | 
| CMargrabeOption | Margrabe option on two assets | 
| CPagodaOption | Roofed Asian option on a number of assets | 
| CSpreadOption | Spread option on two assets | 
| CNonstandardSwaption | Nonstandard swaption class | 
| ▶COneAssetOption | Base class for options on a single asset | 
| ▶CBarrierOption | Barrier option on a single asset | 
| CDividendBarrierOption | Single-asset barrier option with discrete dividends | 
| CQuantoBarrierOption | Quanto version of a barrier option | 
| CCliquetOption | Cliquet (Ratchet) option | 
| CCompoundOption | Compound option on a single asset | 
| CContinuousAveragingAsianOption | Continuous-averaging Asian option | 
| ▶CContinuousFixedLookbackOption | Continuous-fixed lookback option | 
| CContinuousPartialFixedLookbackOption | Continuous-partial-fixed lookback option | 
| ▶CContinuousFloatingLookbackOption | Continuous-floating lookback option | 
| CContinuousPartialFloatingLookbackOption | Continuous-partial-floating lookback option | 
| CDiscreteAveragingAsianOption | Discrete-averaging Asian option | 
| CDividendVanillaOption | Single-asset vanilla option (no barriers) with discrete dividends | 
| ▶CDoubleBarrierOption | Double Barrier option on a single asset | 
| CQuantoDoubleBarrierOption | Quanto version of a double barrier option | 
| ▶CForwardVanillaOption | Forward version of a vanilla option | 
| CQuantoForwardVanillaOption | Quanto version of a forward vanilla option | 
| CQuantoVanillaOption | Quanto version of a vanilla option | 
| CSimpleChooserOption | Simple chooser option | 
| ▶CVanillaOption | Vanilla option (no discrete dividends, no barriers) on a single asset | 
| CEuropeanOption | European option on a single asset | 
| CVanillaStorageOption | Base option class | 
| CVanillaSwingOption | Base option class | 
| CWriterExtensibleOption | Writer-extensible option | 
| CSwaption | Swaption class | 
| CTwoAssetBarrierOption | Barrier option on two assets | 
| CPathMultiAssetOption | Base class for path-dependent options on multiple assets | 
| CRiskyAssetSwap | Risky asset-swap instrument | 
| CRiskyAssetSwapOption | Option on risky asset swap | 
| ▶CRiskyBond |  | 
| CRiskyFixedBond |  | 
| CRiskyFloatingBond |  | 
| CStock | Simple stock class | 
| ▶CSwap | Interest rate swap | 
| CArithmeticAverageOIS | Arithemtic Average OIS: fix vs arithmetic average of overnight rate | 
| CAssetSwap | Bullet bond vs Libor swap | 
| CBMASwap | Swap paying Libor against BMA coupons | 
| CCPISwap | Zero-inflation-indexed swap, | 
| CFloatFloatSwap | Float float swap | 
| CIrregularSwap | Irregular swap: fixed vs floating leg | 
| CNonstandardSwap | Nonstandard swap | 
| COvernightIndexedSwap | Overnight indexed swap: fix vs compounded overnight rate | 
| CVanillaSwap | Plain-vanilla swap: fix vs floating leg | 
| CYearOnYearInflationSwap | Year-on-year inflation-indexed swap | 
| CZeroCouponInflationSwap | Zero-coupon inflation-indexed swap | 
| CSyntheticCDO | Synthetic Collateralized Debt Obligation | 
| CVarianceOption | Variance option | 
| CVarianceSwap | Variance swap | 
| ▶CYoYInflationCapFloor | Base class for yoy inflation cap-like instruments | 
| CYoYInflationCap | Concrete YoY Inflation cap class | 
| CYoYInflationCollar | Concrete YoY Inflation collar class | 
| CYoYInflationFloor | Concrete YoY Inflation floor class | 
| CMultiCurveSensitivities | Multi curve sensitivities | 
| ▶COneFactorCopula | Abstract base class for one-factor copula models | 
| COneFactorGaussianCopula | One-factor Gaussian Copula | 
| COneFactorGaussianStudentCopula | One-factor Gaussian-Student t-Copula | 
| COneFactorStudentCopula | One-factor Double Student t-Copula | 
| COneFactorStudentGaussianCopula | One-factor Student t - Gaussian Copula | 
| CPiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > | Piecewise default-probability term structure | 
| CPiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | Piecewise yield term structure | 
| CPiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > | Piecewise year-on-year inflation term structure | 
| CPiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > | Piecewise year-on-year inflation volatility term structure | 
| CPiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > | Piecewise zero-inflation term structure | 
| CRandomLM< derivedRandomLM, copulaPolicy, USNG > |  | 
| CStrippedOptionletAdapter |  | 
| ▶CStrippedOptionletBase |  | 
| ▶COptionletStripper |  | 
| COptionletStripper1 |  | 
| COptionletStripper2 |  | 
| CStrippedOptionlet |  | 
| CRandomLM< RandomDefaultLM, copulaPolicy, USNG > |  | 
| CRandomLM< RandomLossLM, copulaPolicy, USNG > |  | 
| CMarketModelFactory | Base class for market-model factories | 
| ▶CPricingEngine | Interface for pricing engines | 
| ▶CGenericEngine< Arguments, Results > |  | 
| ▶CGenericModelEngine< ShortRateModel, Arguments, Results > |  | 
| CLatticeShortRateModelEngine< Arguments, Results > | Engine for a short-rate model specialized on a lattice | 
| ▶CGenericEngine< BarrierOption::arguments, BarrierOption::results > |  | 
| ▶CBarrierOption::engine | Barrier-option engine base class | 
| CAnalyticBarrierEngine | Pricing engine for barrier options using analytical formulae | 
| CAnalyticBinaryBarrierEngine | Analytic pricing engine for American binary barriers options | 
| CBinomialBarrierEngine< T, D > | Pricing engine for barrier options using binomial trees | 
| CMCBarrierEngine< RNG, S > | Pricing engine for barrier options using Monte Carlo simulation | 
| CPerturbativeBarrierOptionEngine | Perturbative barrier-option engine | 
| ▶CGenericEngine< BasketOption::arguments, BasketOption::results > |  | 
| ▶CBasketOption::engine | Basket-option engine base class | 
| CMCLongstaffSchwartzEngine< BasketOption::engine, MultiVariate, RNG > |  | 
| CFd2dBlackScholesVanillaEngine | Two dimensional finite-differences Black Scholes vanilla option engine | 
| CKirkEngine | Pricing engine for spread option on two futures | 
| CMCEuropeanBasketEngine< RNG, S > | Pricing engine for European basket options using Monte Carlo simulation | 
| CStulzEngine | Pricing engine for 2D European Baskets | 
| CGenericEngine< Bond::arguments, Bond::results > |  | 
| ▶CGenericEngine< CallableBond::arguments, CallableBond::results > |  | 
| ▶CGenericModelEngine< ShortRateModel, CallableBond::arguments, CallableBond::results > |  | 
| ▶CLatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results > |  | 
| ▶CTreeCallableFixedRateBondEngine | Numerical lattice engine for callable fixed rate bonds | 
| CTreeCallableZeroCouponBondEngine | Numerical lattice engine for callable zero coupon bonds | 
| ▶CCallableBond::engine | Base class for callable fixed rate bond engine | 
| ▶CBlackCallableFixedRateBondEngine | Black-formula callable fixed rate bond engine | 
| CBlackCallableZeroCouponBondEngine | Black-formula callable zero coupon bond engine | 
| ▶CGenericEngine< CapFloor::arguments, CapFloor::results > |  | 
| ▶CGenericModelEngine< AffineModel, CapFloor::arguments, CapFloor::results > |  | 
| CAnalyticCapFloorEngine | Analytic engine for cap/floor | 
| ▶CGenericModelEngine< Gaussian1dModel, CapFloor::arguments, CapFloor::results > |  | 
| CGaussian1dCapFloorEngine | Gaussian1d cap/floor engine | 
| ▶CGenericModelEngine< ShortRateModel, CapFloor::arguments, CapFloor::results > |  | 
| ▶CLatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results > |  | 
| CTreeCapFloorEngine | Numerical lattice engine for cap/floors | 
| ▶CCapFloor::engine | Base class for cap/floor engines | 
| CBachelierCapFloorEngine | Bachelier-Black-formula cap/floor engine | 
| CBlackCapFloorEngine | Black-formula cap/floor engine | 
| CMCHullWhiteCapFloorEngine< RNG, S > | Monte Carlo Hull-White engine for cap/floors | 
| ▶CGenericEngine< CatBond::arguments, CatBond::results > |  | 
| CCatBond::engine | Base class for cat bond engine | 
| ▶CGenericEngine< CdsOption::arguments, CdsOption::results > |  | 
| ▶CCdsOption::engine | Base class for swaption engines | 
| CBlackCdsOptionEngine | Black-formula CDS-option engine | 
| ▶CGenericEngine< CliquetOption::arguments, CliquetOption::results > |  | 
| ▶CCliquetOption::engine | Cliquet engine base class | 
| CAnalyticCliquetEngine | Pricing engine for Cliquet options using analytical formulae | 
| CAnalyticPerformanceEngine | Pricing engine for performance options using analytical formulae | 
| CMCPerformanceEngine< RNG, S > | Pricing engine for performance options using Monte Carlo simulation | 
| CGenericEngine< ComplexChooserOption::arguments, ComplexChooserOption::results > |  | 
| ▶CGenericEngine< CompoundOption::arguments, CompoundOption::results > |  | 
| ▶CCompoundOption::engine | Compound-option engine base class | 
| CAnalyticCompoundOptionEngine | Pricing engine for compound options using analytical formulae | 
| ▶CGenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results > |  | 
| ▶CContinuousAveragingAsianOption::engine | Continuous-averaging Asian engine base class | 
| CAnalyticContinuousGeometricAveragePriceAsianEngine | Pricing engine for European continuous geometric average price Asian | 
| CContinuousArithmeticAsianVecerEngine | Vecer engine for continuous-avaeraging Asian options | 
| ▶CGenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results > |  | 
| ▶CContinuousFixedLookbackOption::engine | Continuous fixed lookback engine base class | 
| CAnalyticContinuousFixedLookbackEngine | Pricing engine for European continuous fixed-strike lookback | 
| ▶CGenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results > |  | 
| ▶CContinuousFloatingLookbackOption::engine | Continuous floating lookback engine base class | 
| CAnalyticContinuousFloatingLookbackEngine | Pricing engine for European continuous floating-strike lookback | 
| ▶CGenericEngine< ContinuousPartialFixedLookbackOption::arguments, ContinuousPartialFixedLookbackOption::results > |  | 
| ▶CContinuousPartialFixedLookbackOption::engine | Continuous partial fixed lookback engine base class | 
| CAnalyticContinuousPartialFixedLookbackEngine | Pricing engine for European continuous partial-time fixed-strike lookback options | 
| ▶CGenericEngine< ContinuousPartialFloatingLookbackOption::arguments, ContinuousPartialFloatingLookbackOption::results > |  | 
| ▶CContinuousPartialFloatingLookbackOption::engine | Continuous partial floating lookback engine base class | 
| CAnalyticContinuousPartialFloatingLookbackEngine | Pricing engine for European continuous partial-time floating-strike lookback option | 
| CGenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results > |  | 
| CGenericEngine< CPICapFloor::arguments, CPICapFloor::results > |  | 
| CGenericEngine< CPISwap::arguments, CPISwap::results > |  | 
| CGenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results > |  | 
| ▶CGenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results > |  | 
| ▶CDiscreteAveragingAsianOption::engine | Discrete-averaging Asian engine base class | 
| CAnalyticDiscreteGeometricAveragePriceAsianEngine | Pricing engine for European discrete geometric average price Asian | 
| CAnalyticDiscreteGeometricAverageStrikeAsianEngine | Pricing engine for European discrete geometric average-strike Asian option | 
| CMCDiscreteAveragingAsianEngine< RNG, S > | Pricing engine for discrete average Asians using Monte Carlo simulation | 
| ▶CGenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results > |  | 
| ▶CGenericModelEngine< HestonModel, DividendBarrierOption::arguments, DividendBarrierOption::results > |  | 
| CFdHestonBarrierEngine | Finite-Differences Heston Barrier Option engine | 
| CFdHestonRebateEngine | Finite-Differences Heston Barrier Option rebate helper engine | 
| ▶CDividendBarrierOption::engine | Dividend-barrier-option engine base class | 
| CFdBlackScholesBarrierEngine | Finite-Differences Black Scholes barrier option engine | 
| CFdBlackScholesRebateEngine | Finite-Differences Black Scholes barrier option rebate helper engine | 
| CVannaVolgaBarrierEngine | Vanna Volga barrier option engine | 
| ▶CGenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results > |  | 
| ▶CGenericModelEngine< BatesModel, DividendVanillaOption::arguments, DividendVanillaOption::results > |  | 
| CFdBatesVanillaEngine | Partial Integro FiniteDifferences Bates Vanilla Option engine | 
| ▶CGenericModelEngine< HestonModel, DividendVanillaOption::arguments, DividendVanillaOption::results > |  | 
| CFdHestonHullWhiteVanillaEngine | Finite-Differences Heston Hull-White Vanilla Option engine | 
| CFdHestonVanillaEngine | Finite-Differences Heston Vanilla Option engine | 
| ▶CDividendVanillaOption::engine | Dividend-vanilla-option engine base class | 
| CAnalyticDividendEuropeanEngine | Analytic pricing engine for European options with discrete dividends | 
| ▶CGenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results > |  | 
| ▶CGenericModelEngine< HestonModel, DoubleBarrierOption::arguments, DoubleBarrierOption::results > |  | 
| CFdHestonDoubleBarrierEngine | Finite-Differences Heston Double Barrier Option engine | 
| ▶CDoubleBarrierOption::engine | Double-Barrier-option engine base class | 
| CAnalyticDoubleBarrierBinaryEngine | Analytic pricing engine for double barrier binary options | 
| CAnalyticDoubleBarrierEngine | Pricing engine for double barrier european options using analytical formulae | 
| CBinomialDoubleBarrierEngine< T, D > | Pricing engine for double barrier options using binomial trees | 
| CWulinYongDoubleBarrierEngine | Pricing engine for barrier options using analytical formulae | 
| CVannaVolgaDoubleBarrierEngine< DoubleBarrierEngine > | Vanna Volga double-barrier option engine | 
| CGenericEngine< EnergyCommodity::arguments, EnergyCommodity::results > |  | 
| CGenericEngine< EverestOption::arguments, EverestOption::results > |  | 
| CGenericEngine< FloatFloatSwap::arguments, FloatFloatSwap::results > |  | 
| ▶CGenericEngine< FloatFloatSwaption::arguments, FloatFloatSwaption::results > |  | 
| ▶CGenericModelEngine< Gaussian1dModel, FloatFloatSwaption::arguments, FloatFloatSwaption::results > |  | 
| CGaussian1dFloatFloatSwaptionEngine | One factor model float float swaption engine | 
| CFloatFloatSwaption::engine | Base class for cms swaption engines | 
| ▶CGenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results > |  | 
| ▶CForwardVanillaEngine< Engine > | Forward engine for vanilla options | 
| CForwardPerformanceVanillaEngine< Engine > | Forward performance engine for vanilla options | 
| CGenericEngine< HimalayaOption::arguments, HimalayaOption::results > |  | 
| CGenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results > |  | 
| ▶CGenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > > |  | 
| CQuantoEngine< Instr, Engine > | Quanto engine | 
| CGenericEngine< IrregularSwap::arguments, IrregularSwap::results > |  | 
| ▶CGenericEngine< IrregularSwaption::arguments, IrregularSwaption::results > |  | 
| CHaganIrregularSwaptionEngine | Pricing engine for irregular swaptions | 
| CIrregularSwaption::engine | Base class for irregular-swaption engines | 
| ▶CGenericEngine< MargrabeOption::arguments, MargrabeOption::results > |  | 
| ▶CMargrabeOption::engine | Margrabe option engine base class | 
| CAnalyticAmericanMargrabeEngine | Analytic engine for American Margrabe option | 
| CAnalyticEuropeanMargrabeEngine | Analytic engine for European Margrabe option | 
| CGenericEngine< MultiAssetOption::arguments, MultiAssetOption::results > |  | 
| CGenericEngine< NonstandardSwap::arguments, NonstandardSwap::results > |  | 
| ▶CGenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results > |  | 
| ▶CGenericModelEngine< Gaussian1dModel, NonstandardSwaption::arguments, NonstandardSwaption::results > |  | 
| CGaussian1dNonstandardSwaptionEngine | One factor model non standard swaption engine | 
| CNonstandardSwaption::engine | Base class for nonstandard swaption engines | 
| ▶CGenericEngine< NthToDefault::arguments, NthToDefault::results > |  | 
| CNthToDefault::engine | NTD base engine | 
| CGenericEngine< OneAssetOption::arguments, OneAssetOption::results > |  | 
| ▶CGenericEngine< PagodaOption::arguments, PagodaOption::results > |  | 
| ▶CPagodaOption::engine | Pagoda-option engine base class | 
| CMCPagodaEngine< RNG, S > | Pricing engine for pagoda options using Monte Carlo simulation | 
| ▶CGenericEngine< PartialTimeBarrierOption::arguments, PartialTimeBarrierOption::results > |  | 
| CPartialTimeBarrierOption::engine | Partial-Time-Barrier-Option engine base class | 
| CGenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results > |  | 
| ▶CGenericEngine< SimpleChooserOption::arguments, SimpleChooserOption::results > |  | 
| ▶CSimpleChooserOption::engine | Simple chooser option engine base class | 
| CAnalyticSimpleChooserEngine | Pricing engine for European Simple Chooser option | 
| ▶CGenericEngine< SpreadOption::arguments, SpreadOption::results > |  | 
| ▶CSpreadOption::engine | Spread option engine base class | 
| CKirkSpreadOptionEngine | Kirk approximation for European spread option on futures | 
| CGenericEngine< Swap::arguments, Swap::results > |  | 
| ▶CGenericEngine< Swaption::arguments, Swaption::results > |  | 
| ▶CGenericModelEngine< G2, Swaption::arguments, Swaption::results > |  | 
| CG2SwaptionEngine | Swaption priced by means of the Black formula | 
| ▶CGenericModelEngine< Gaussian1dModel, Swaption::arguments, Swaption::results > |  | 
| CGaussian1dJamshidianSwaptionEngine | Jamshidian swaption engine | 
| CGaussian1dSwaptionEngine | One factor model swaption engine | 
| CGenericModelEngine< HullWhite, Swaption::arguments, Swaption::results > |  | 
| ▶CGenericModelEngine< LiborForwardModel, Swaption::arguments, Swaption::results > |  | 
| CLfmSwaptionEngine | Libor forward model swaption engine based on Black formula | 
| ▶CGenericModelEngine< OneFactorAffineModel, Swaption::arguments, Swaption::results > |  | 
| CJamshidianSwaptionEngine | Jamshidian swaption engine | 
| ▶CGenericModelEngine< ShortRateModel, Swaption::arguments, Swaption::results > |  | 
| ▶CLatticeShortRateModelEngine< Swaption::arguments, Swaption::results > |  | 
| CTreeSwaptionEngine | Numerical lattice engine for swaptions | 
| ▶CSwaption::engine | Base class for swaption engines | 
| ▶CBlackStyleSwaptionEngine< detail::BachelierSpec > |  | 
| CBachelierSwaptionEngine | Normal Bachelier-formula swaption engine | 
| ▶CBlackStyleSwaptionEngine< detail::Black76Spec > |  | 
| CBlackSwaptionEngine | Shifted Lognormal Black-formula swaption engine | 
| CBlackStyleSwaptionEngine< Spec > |  | 
| ▶CGenericEngine< SyntheticCDO::arguments, SyntheticCDO::results > |  | 
| ▶CSyntheticCDO::engine | CDO base engine | 
| CMidPointCDOEngine | CDO base engine taking schedule steps | 
| ▶CGenericEngine< TwoAssetBarrierOption::arguments, TwoAssetBarrierOption::results > |  | 
| ▶CTwoAssetBarrierOption::engine | Two-asset barrier-option engine base class | 
| CAnalyticTwoAssetBarrierEngine | Analytic engine for barrier option on two assets | 
| CGenericEngine< TwoAssetCorrelationOption::arguments, TwoAssetCorrelationOption::results > |  | 
| ▶CGenericEngine< VanillaOption::arguments, VanillaOption::results > |  | 
| ▶CGenericModelEngine< GJRGARCHModel, VanillaOption::arguments, VanillaOption::results > |  | 
| CAnalyticGJRGARCHEngine | GJR-GARCH(1,1) engine | 
| ▶CGenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results > |  | 
| ▶CAnalyticHestonEngine | Analytic Heston-model engine based on Fourier transform | 
| ▶CAnalyticHestonHullWhiteEngine | Analytic Heston engine incl. stochastic interest rates | 
| CAnalyticH1HWEngine | Analytic Heston-Hull-White engine based on the H1-HW approximation | 
| CBatesEngine | Bates model engines based on Fourier transform | 
| CAnalyticPDFHestonEngine | Analytic engine for arbitrary European payoffs under the Heston model | 
| CCOSHestonEngine | COS-method Heston engine based on efficient Fourier series expansions | 
| CHestonExpansionEngine | Heston-model engine for European options based on analytic expansions | 
| ▶CGenericModelEngine< HullWhite, VanillaOption::arguments, VanillaOption::results > |  | 
| CAnalyticBSMHullWhiteEngine | Analytic european option pricer including stochastic interest rates | 
| ▶CGenericModelEngine< PiecewiseTimeDependentHestonModel, VanillaOption::arguments, VanillaOption::results > |  | 
| CAnalyticPTDHestonEngine | Analytic piecewise constant time dependent Heston-model engine | 
| CGenericEngine< VanillaStorageOption::arguments, VanillaStorageOption::results > |  | 
| ▶CGenericEngine< VanillaSwap::arguments, VanillaSwap::results > |  | 
| ▶CGenericModelEngine< ShortRateModel, VanillaSwap::arguments, VanillaSwap::results > |  | 
| ▶CLatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results > |  | 
| CTreeVanillaSwapEngine | Numerical lattice engine for simple swaps | 
| CGenericEngine< VanillaSwingOption::arguments, VanillaSwingOption::results > |  | 
| CGenericEngine< VanillaVPPOption::arguments, VanillaVPPOption::results > |  | 
| ▶CGenericEngine< VarianceOption::arguments, VarianceOption::results > |  | 
| ▶CVarianceOption::engine | Base class for variance-option engines | 
| CIntegralHestonVarianceOptionEngine | Integral Heston-model variance-option engine | 
| ▶CGenericEngine< VarianceSwap::arguments, VarianceSwap::results > |  | 
| ▶CVarianceSwap::engine | Base class for variance-swap engines | 
| CMCVarianceSwapEngine< RNG, S > | Variance-swap pricing engine using Monte Carlo simulation, | 
| CReplicatingVarianceSwapEngine | Variance-swap pricing engine using replicating cost, | 
| ▶CGenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results > |  | 
| ▶CWriterExtensibleOption::engine | Base engine | 
| CAnalyticWriterExtensibleOptionEngine | Analytic engine for writer-extensible options | 
| CGenericEngine< YearOnYearInflationSwap::arguments, YearOnYearInflationSwap::results > |  | 
| ▶CGenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results > |  | 
| ▶CYoYInflationCapFloor::engine | Base class for cap/floor engines | 
| ▶CYoYInflationCapFloorEngine | Base YoY inflation cap/floor engine | 
| CYoYInflationBachelierCapFloorEngine | Unit Displaced Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer) | 
| CYoYInflationBlackCapFloorEngine | Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer) | 
| CYoYInflationUnitDisplacedBlackCapFloorEngine | Unit Displaced Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer) | 
| CGenericEngine< ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results > |  | 
| ▶CGenericEngine< ArgumentsType, ResultsType > | Template base class for option pricing engines | 
| CGenericModelEngine< ModelType, ArgumentsType, ResultsType > | Base class for some pricing engine on a particular model | 
| CMCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S, RNG_Calibration > | Longstaff-Schwarz Monte Carlo engine for early exercise options | 
| CMCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S > | Longstaff-Schwarz Monte Carlo engine for early exercise options | 
| ▶CQuote | Purely virtual base class for market observables | 
| CCompositeQuote< BinaryFunction > | Market element whose value depends on two other market element | 
| CDeltaVolQuote | Class for the quotation of delta vs vol | 
| CDerivedQuote< UnaryFunction > | Market quote whose value depends on another quote | 
| CEurodollarFuturesImpliedStdDevQuote | quote for the Eurodollar-future implied standard deviation | 
| CForwardSwapQuote | Quote for a forward starting swap | 
| CForwardValueQuote | quote for the forward value of an index | 
| CFuturesConvAdjustmentQuote | quote for the futures-convexity adjustment of an index | 
| CImpliedStdDevQuote | quote for the implied standard deviation of an underlying | 
| CLastFixingQuote | Quote adapter for the last fixing available of a given Index | 
| CRecoveryRateQuote | Stores a recovery rate market quote and the associated seniority | 
| CRendistatoEquivalentSwapLengthQuote | RendistatoCalculator equivalent swap lenth Quote adapter | 
| CRendistatoEquivalentSwapSpreadQuote | RendistatoCalculator equivalent swap spread Quote adapter | 
| CSimpleQuote | Market element returning a stored value | 
| ▶CRandomDefaultModel | Base class for random default models | 
| CGaussianRandomDefaultModel |  | 
| ▶CRecoveryRateModel |  | 
| CConstantRecoveryModel |  | 
| ▶CSmileSection | Interest rate volatility smile section | 
| CGaussian1dSmileSection |  | 
| ▶CStochasticProcess | Multi-dimensional stochastic process class | 
| CExtOUWithJumpsProcess |  | 
| ▶CForwardMeasureProcess | Forward-measure stochastic process | 
| CG2ForwardProcess | Forward G2 stochastic process | 
| CG2Process | G2 stochastic process | 
| CGJRGARCHProcess | Stochastic-volatility GJR-GARCH(1,1) process | 
| ▶CHestonProcess | Square-root stochastic-volatility Heston process | 
| CBatesProcess | Square-root stochastic-volatility Bates process | 
| CHybridHestonHullWhiteProcess | Hybrid Heston Hull-White stochastic process | 
| CKlugeExtOUProcess |  | 
| CLiborForwardModelProcess | Libor-forward-model process | 
| ▶CStochasticProcess1D | 1-dimensional stochastic process | 
| CExtendedOrnsteinUhlenbeckProcess | Extended Ornstein-Uhlenbeck process class | 
| ▶CForwardMeasureProcess1D | Forward-measure 1-D stochastic process | 
| CGsrProcess | GSR stochastic process | 
| CHullWhiteForwardProcess | Forward Hull-White stochastic process | 
| CGemanRoncoroniProcess | Geman-Roncoroni process class | 
| ▶CGeneralizedBlackScholesProcess | Generalized Black-Scholes stochastic process | 
| CBlackProcess | Black (1976) stochastic process | 
| CBlackScholesMertonProcess | Merton (1973) extension to the Black-Scholes stochastic process | 
| CBlackScholesProcess | Black-Scholes (1973) stochastic process | 
| CExtendedBlackScholesMertonProcess | Experimental Black-Scholes-Merton stochastic process | 
| CGarmanKohlagenProcess | Garman-Kohlhagen (1983) stochastic process | 
| CVegaStressedBlackScholesProcess | Black-Scholes process which supports local vega stress tests | 
| CGeneralizedOrnsteinUhlenbeckProcess | Piecewise linear Ornstein-Uhlenbeck process class | 
| CGeometricBrownianMotionProcess | Geometric brownian-motion process | 
| CHullWhiteProcess | Hull-White stochastic process | 
| CMerton76Process | Merton-76 jump-diffusion process | 
| CMfStateProcess | Markov functional state process class | 
| COrnsteinUhlenbeckProcess | Ornstein-Uhlenbeck process class | 
| CSquareRootProcess | Square-root process class | 
| CVarianceGammaProcess | Variance gamma process | 
| CStochasticProcessArray | Array of correlated 1-D stochastic processes | 
| CTermStructure | Basic term-structure functionality | 
| ▶CTermStructureConsistentModel | Term-structure consistent model class | 
| CBlackKarasinski | Standard Black-Karasinski model class | 
| CExtendedCoxIngersollRoss | Extended Cox-Ingersoll-Ross model class | 
| CG2 | Two-additive-factor gaussian model class | 
| CGaussian1dModel |  | 
| CGeneralizedHullWhite | Generalized Hull-White model class | 
| CHullWhite | Single-factor Hull-White (extended Vasicek) model class | 
| CObservableValue< T > | observable and assignable proxy to concrete value | 
| ▶CObserver | Object that gets notified when a given observable changes | 
| CBootstrapHelper< YoYInflationTermStructure > |  | 
| CBootstrapHelper< YoYOptionletVolatilitySurface > |  | 
| CBootstrapHelper< ZeroInflationTermStructure > |  | 
| CGenericEngine< Arguments, Results > |  | 
| CGenericEngine< BarrierOption::arguments, BarrierOption::results > |  | 
| CGenericEngine< BasketOption::arguments, BasketOption::results > |  | 
| CGenericEngine< Bond::arguments, Bond::results > |  | 
| CGenericEngine< CallableBond::arguments, CallableBond::results > |  | 
| CGenericEngine< CapFloor::arguments, CapFloor::results > |  | 
| CGenericEngine< CatBond::arguments, CatBond::results > |  | 
| CGenericEngine< CdsOption::arguments, CdsOption::results > |  | 
| CGenericEngine< CliquetOption::arguments, CliquetOption::results > |  | 
| CGenericEngine< ComplexChooserOption::arguments, ComplexChooserOption::results > |  | 
| CGenericEngine< CompoundOption::arguments, CompoundOption::results > |  | 
| CGenericEngine< ContinuousAveragingAsianOption::arguments, ContinuousAveragingAsianOption::results > |  | 
| CGenericEngine< ContinuousFixedLookbackOption::arguments, ContinuousFixedLookbackOption::results > |  | 
| CGenericEngine< ContinuousFloatingLookbackOption::arguments, ContinuousFloatingLookbackOption::results > |  | 
| CGenericEngine< ContinuousPartialFixedLookbackOption::arguments, ContinuousPartialFixedLookbackOption::results > |  | 
| CGenericEngine< ContinuousPartialFloatingLookbackOption::arguments, ContinuousPartialFloatingLookbackOption::results > |  | 
| CGenericEngine< ConvertibleBond::option::arguments, ConvertibleBond::option::results > |  | 
| CGenericEngine< CPICapFloor::arguments, CPICapFloor::results > |  | 
| CGenericEngine< CPISwap::arguments, CPISwap::results > |  | 
| CGenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results > |  | 
| CGenericEngine< DiscreteAveragingAsianOption::arguments, DiscreteAveragingAsianOption::results > |  | 
| CGenericEngine< DividendBarrierOption::arguments, DividendBarrierOption::results > |  | 
| CGenericEngine< DividendVanillaOption::arguments, DividendVanillaOption::results > |  | 
| CGenericEngine< DoubleBarrierOption::arguments, DoubleBarrierOption::results > |  | 
| CGenericEngine< EnergyCommodity::arguments, EnergyCommodity::results > |  | 
| CGenericEngine< EverestOption::arguments, EverestOption::results > |  | 
| CGenericEngine< FloatFloatSwap::arguments, FloatFloatSwap::results > |  | 
| CGenericEngine< FloatFloatSwaption::arguments, FloatFloatSwaption::results > |  | 
| CGenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results > |  | 
| CGenericEngine< HimalayaOption::arguments, HimalayaOption::results > |  | 
| CGenericEngine< HolderExtensibleOption::arguments, HolderExtensibleOption::results > |  | 
| CGenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > > |  | 
| CGenericEngine< IrregularSwap::arguments, IrregularSwap::results > |  | 
| CGenericEngine< IrregularSwaption::arguments, IrregularSwaption::results > |  | 
| CGenericEngine< MargrabeOption::arguments, MargrabeOption::results > |  | 
| CGenericEngine< MultiAssetOption::arguments, MultiAssetOption::results > |  | 
| CGenericEngine< NonstandardSwap::arguments, NonstandardSwap::results > |  | 
| CGenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results > |  | 
| CGenericEngine< NthToDefault::arguments, NthToDefault::results > |  | 
| CGenericEngine< OneAssetOption::arguments, OneAssetOption::results > |  | 
| CGenericEngine< PagodaOption::arguments, PagodaOption::results > |  | 
| CGenericEngine< PartialTimeBarrierOption::arguments, PartialTimeBarrierOption::results > |  | 
| CGenericEngine< PathMultiAssetOption::arguments, PathMultiAssetOption::results > |  | 
| CGenericEngine< SimpleChooserOption::arguments, SimpleChooserOption::results > |  | 
| CGenericEngine< SpreadOption::arguments, SpreadOption::results > |  | 
| CGenericEngine< Swap::arguments, Swap::results > |  | 
| CGenericEngine< Swaption::arguments, Swaption::results > |  | 
| CGenericEngine< SyntheticCDO::arguments, SyntheticCDO::results > |  | 
| CGenericEngine< TwoAssetBarrierOption::arguments, TwoAssetBarrierOption::results > |  | 
| CGenericEngine< TwoAssetCorrelationOption::arguments, TwoAssetCorrelationOption::results > |  | 
| CGenericEngine< VanillaOption::arguments, VanillaOption::results > |  | 
| CGenericEngine< VanillaStorageOption::arguments, VanillaStorageOption::results > |  | 
| CGenericEngine< VanillaSwap::arguments, VanillaSwap::results > |  | 
| CGenericEngine< VanillaSwingOption::arguments, VanillaSwingOption::results > |  | 
| CGenericEngine< VanillaVPPOption::arguments, VanillaVPPOption::results > |  | 
| CGenericEngine< VarianceOption::arguments, VarianceOption::results > |  | 
| CGenericEngine< VarianceSwap::arguments, VarianceSwap::results > |  | 
| CGenericEngine< WriterExtensibleOption::arguments, WriterExtensibleOption::results > |  | 
| CGenericEngine< YearOnYearInflationSwap::arguments, YearOnYearInflationSwap::results > |  | 
| CGenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results > |  | 
| CGenericEngine< ZeroCouponInflationSwap::arguments, ZeroCouponInflationSwap::results > |  | 
| CLatentModel< copulaPolicy > |  | 
| CLatentModel< GaussianCopulaPolicy > |  | 
| CBaseCorrelationLossModel< BaseModel_T, Corr2DInt_T > |  | 
| CBootstrapHelper< TS > | Base helper class for bootstrapping | 
| CCalibratedModel | Calibrated model class | 
| CClaim | Claim associated to a default event | 
| CCommodityIndex | Base class for commodity indexes | 
| CCompositeQuote< BinaryFunction > | Market element whose value depends on two other market element | 
| CConstantRecoveryModel |  | 
| CDeltaVolQuote | Class for the quotation of delta vs vol | 
| CDerivedQuote< UnaryFunction > | Market quote whose value depends on another quote | 
| CFloatingRateCoupon | Base floating-rate coupon class | 
| CFloatingRateCouponPricer | Generic pricer for floating-rate coupons | 
| CForwardValueQuote | quote for the forward value of an index | 
| CFuturesConvAdjustmentQuote | quote for the futures-convexity adjustment of an index | 
| CGenericEngine< ArgumentsType, ResultsType > | Template base class for option pricing engines | 
| CIndexedCashFlow | Cash flow dependent on an index ratio | 
| CInflationCoupon | Base inflation-coupon class | 
| CInflationCouponPricer | Base inflation-coupon pricer | 
| CInflationIndex | Base class for inflation-rate indexes, | 
| CInterestRateIndex | Base class for interest rate indexes | 
| CLastFixingQuote | Quote adapter for the last fixing available of a given Index | 
| CLatentModel< copulaPolicyImpl > | Generic multifactor latent variable model | 
| CLazyObject | Framework for calculation on demand and result caching | 
| CRandomDefaultModel | Base class for random default models | 
| CSmileSection | Interest rate volatility smile section | 
| CStochasticProcess | Multi-dimensional stochastic process class | 
| CTermStructure | Basic term-structure functionality | 
| ▶COneFactorModel::ShortRateDynamics | Base class describing the short-rate dynamics | 
| CBlackKarasinski::Dynamics | Short-rate dynamics in the Black-Karasinski model | 
| ▶CCoxIngersollRoss::Dynamics | Dynamics of the short-rate under the Cox-Ingersoll-Ross model | 
| CExtendedCoxIngersollRoss::Dynamics | Short-rate dynamics in the extended Cox-Ingersoll-Ross model | 
| CHullWhite::Dynamics | Short-rate dynamics in the Hull-White model | 
| CVasicek::Dynamics | Short-rate dynamics in the Vasicek model | 
| COperatorFactory | Black-Scholes-Merton differential operator | 
| ▶COptimizationMethod | Abstract class for constrained optimization method | 
| CDifferentialEvolution | Differential Evolution configuration object | 
| CHybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing > |  | 
| CLevenbergMarquardt | Levenberg-Marquardt optimization method | 
| CSimplex | Multi-dimensional simplex class | 
| CSimulatedAnnealing< RNG > |  | 
| ▶COption::arguments | Basic option arguments | 
| CCdsOption::arguments | Arguments for CDS-option calculation | 
| CCliquetOption::arguments | Arguments for cliquet option calculation | 
| CFloatFloatSwaption::arguments | Arguments for cms swaption calculation | 
| CIrregularSwaption::arguments | Arguments for irregular-swaption calculation | 
| CMargrabeOption::arguments | Extra arguments for Margrabe option | 
| CNonstandardSwaption::arguments | Arguments for nonstandard swaption calculation | 
| CSwaption::arguments | Arguments for swaption calculation | 
| CTwoAssetBarrierOption::arguments | Arguments for two-asset barrier option calculation | 
| CWriterExtensibleOption::arguments | Additional arguments for writer-extensible option | 
| COrthogonalizedBumpFinder |  | 
| COrthogonalProjections |  | 
| COvernightLeg | Helper class building a sequence of overnight coupons | 
| ▶CParameter | Base class for model arguments | 
| CConstantParameter | Standard constant parameter \( a(t) = a \) | 
| CNullParameter | Parameter which is always zero \( a(t) = 0 \) | 
| CPiecewiseConstantParameter | Piecewise-constant parameter | 
| ▶CTermStructureFittingParameter | Deterministic time-dependent parameter used for yield-curve fitting | 
| CExtendedCoxIngersollRoss::FittingParameter | Analytical term-structure fitting parameter \( \varphi(t) \) | 
| CG2::FittingParameter | Analytical term-structure fitting parameter \( \varphi(t) \) | 
| CGeneralizedHullWhite::FittingParameter | Analytical term-structure fitting parameter \( \varphi(t) \) | 
| CHullWhite::FittingParameter | Analytical term-structure fitting parameter \( \varphi(t) \) | 
| CParameter::Impl | Base class for model parameter implementation | 
| CPartialTimeBarrierOption::arguments | Arguments for barrier option calculation | 
| CPascalTriangle | Pascal triangle coefficients calculator | 
| CPath | Single-factor random walk | 
| CPathGenerator< GSG > | Generates random paths using a sequence generator | 
| CPathMultiAssetOption::arguments | Arguments for multi-asset option calculation | 
| CPathMultiAssetOption::results | Results from multi-asset option calculation | 
| CPathPayoff | Abstract base class for path-dependent option payoffs | 
| CPathPricer< PathType, ValueType > | Base class for path pricers | 
| CPathwiseAccountingEngine | Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas | 
| CPathwiseVegasAccountingEngine | Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas and vegas | 
| CPathwiseVegasOuterAccountingEngine | Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas and vegas | 
| ▶CPayoff | Abstract base class for option payoffs | 
| ▶CDoubleStickyRatchetPayoff | Intermediate class for single/double sticky/ratchet payoffs | 
| CRatchetMaxPayoff | RatchetMax payoff (double option) | 
| CRatchetMinPayoff | RatchetMin payoff (double option) | 
| CRatchetPayoff | Ratchet payoff (single option) | 
| CStickyMaxPayoff | StickyMax payoff (double option) | 
| CStickyMinPayoff | StickyMin payoff (double option) | 
| CStickyPayoff | Sticky payoff (single option) | 
| CForwardTypePayoff | Class for forward type payoffs | 
| CNullPayoff | Dummy payoff class | 
| ▶CTypePayoff | Intermediate class for put/call payoffs | 
| CFloatingTypePayoff | Payoff based on a floating strike | 
| ▶CStrikedTypePayoff | Intermediate class for payoffs based on a fixed strike | 
| CAssetOrNothingPayoff | Binary asset-or-nothing payoff | 
| CCashOrNothingPayoff | Binary cash-or-nothing payoff | 
| CGapPayoff | Binary gap payoff | 
| CPercentageStrikePayoff | Payoff with strike expressed as percentage | 
| CPlainVanillaPayoff | Plain-vanilla payoff | 
| CSuperFundPayoff | Binary supershare and superfund payoffs | 
| CSuperSharePayoff | Binary supershare payoff | 
| CPeriod |  | 
| CPlackettCopula | Plackett copula | 
| CPoissonDistribution | Poisson distribution function | 
| CPolarStudentTRng< URNG > | Student t random number generator | 
| CPolynomial | Polynomial2D-spline-interpolation factory | 
| CPolynomialFunction | Cubic functional form | 
| CPrimeNumbers | Prime numbers calculator | 
| CProbabilityAlwaysDownhill | Always Downhill Probability | 
| CProbabilityBoltzmann | Boltzmann Probability | 
| CProbabilityBoltzmannDownhill | Boltzmann Downhill Probability | 
| CProbabilityOfAtLeastNEvents | Probability of at least N events | 
| CProbabilityOfNEvents | Probability of N events | 
| CProblem | Constrained optimization problem | 
| CProtection | Information on a default-protection contract | 
| CQuantity | Amount of a commodity | 
| CQuantoOptionResults< ResultsType > | Results from quanto option calculation | 
| CRandomizedLDS< LDS, PRS > | Randomized (random shift) low-discrepancy sequence | 
| CRandomSequenceGenerator< RNG > | Random sequence generator based on a pseudo-random number generator | 
| CRangeAccrualLeg | Helper class building a sequence of range-accrual floating-rate coupons | 
| CRanlux3UniformRng | Uniform random number generator | 
| CReannealingFiniteDifferences | Reannealing Finite Difference | 
| CReannealingTrivial | Reannealing Trivial | 
| ▶CRegion | Region class, used for inflation applicability | 
| CAustraliaRegion | Australia as geographical/economic region | 
| CCustomRegion | Custom geographical/economic region | 
| CEURegion | European Union as geographical/economic region | 
| CFranceRegion | France as geographical/economic region | 
| CGenericRegion | Generic geographical/economic region | 
| CUKRegion | United Kingdom as geographical/economic region | 
| CUSRegion | USA as geographical/economic region | 
| CZARegion | South Africa as geographical/economic region | 
| CReplication | Digital option replication strategy | 
| CRestructuring | Restructuring type | 
| CRichardsonExtrapolation | Richardson Extrapolation | 
| ▶CRounding | Basic rounding class | 
| CCeilingTruncation | Ceiling truncation | 
| CClosestRounding | Closest rounding | 
| CDownRounding | Down-rounding | 
| CFloorTruncation | Floor truncation | 
| CUpRounding | Up-rounding | 
| CSABR | SABR interpolation factory and traits | 
| CSalvagingAlgorithm | Algorithm used for matricial pseudo square root | 
| CSample< T > | Weighted sample | 
| CSampledCurve | This class contains a sampled curve | 
| CSamplerCauchy | Cauchy Sampler | 
| CSamplerGaussian | Gaussian Sampler | 
| CSamplerLogNormal | Lognormal Sampler | 
| CSamplerMirrorGaussian | Gaussian Mirror Sampler | 
| CSamplerRingGaussian | Gaussian Ring Sampler | 
| CSamplerVeryFastAnnealing | Very Fast Annealing Sampler | 
| CSchedule | Payment schedule | 
| ▶CSeasonality | A transformation of an existing inflation swap rate | 
| CMultiplicativePriceSeasonality | Multiplicative seasonality in the price index (CPI/RPI/HICP/etc) | 
| CSegmentIntegral | Integral of a one-dimensional function | 
| CSettlement | settlement information | 
| CShoutCondition | Shout option condition | 
| CsimEvent< simEventOwner > |  | 
| CSimpleChooserOption::arguments | Extra arguments for single chooser option | 
| CSimpleLocalEstimator | Local-estimator volatility model | 
| CSingleton< T > | Basic support for the singleton pattern | 
| CSingleVariate< RNG > | Default Monte Carlo traits for single-variate models | 
| CSmileSectionUtils | Smile-section utilities | 
| CSMMDriftCalculator | Drift computation for coterminal swap market models | 
| CSobolBrownianGenerator | Sobol Brownian generator for market-model simulations | 
| CSobolRsg | Sobol low-discrepancy sequence generator | 
| CSonia | Sonia (Sterling Overnight Index Average) rate | 
| CSparseILUPreconditioner |  | 
| CSphereCylinderOptimizer |  | 
| CStatsHolder | Helper class for precomputed distributions | 
| CSteepestDescent | Multi-dimensional steepest-descent class | 
| Cstep_iterator< Iterator > | Iterator advancing in constant steps | 
| ▶CStepCondition< array_type > | Condition to be applied at every time step | 
| CNullCondition< array_type > | null step condition | 
| CZeroCondition< array_type > | Zero exercise condition | 
| CStepConditionSet< array_type > | Parallel evolver for multiple arrays | 
| CStochasticCollocationInvCDF | Stochastic collocation inverse cumulative distribution function | 
| ▶CStochasticProcess1D::discretization | Discretization of a 1-D stochastic process | 
| CEndEulerDiscretization | Euler end-point discretization for stochastic processes | 
| CEulerDiscretization | Euler discretization for stochastic processes | 
| ▶CStochasticProcess::discretization | Discretization of a stochastic process over a given time interval | 
| CEndEulerDiscretization | Euler end-point discretization for stochastic processes | 
| CEulerDiscretization | Euler discretization for stochastic processes | 
| CStudentDistribution | Student t-distribution | 
| CSurvivalProbability | Survival-Probability-curve traits | 
| CSVD | Singular value decomposition | 
| CSvi | Svi interpolation factory and traits | 
| CSwaptionVolatilityCube | Swaption-volatility cube | 
| CSwaptionVolatilityMatrix | At-the-money swaption-volatility matrix | 
| CSymmetricSchurDecomposition | Symmetric threshold Jacobi algorithm | 
| CTabulatedGaussLegendre | Tabulated Gauss-Legendre quadratures | 
| CTCopulaPolicy | Student-T Latent Model's copula policy | 
| CTCopulaPolicy::initTraits |  | 
| CTemperatureBoltzmann | Temperature Boltzmann | 
| CTemperatureCauchy | Temperature Cauchy | 
| CTemperatureVeryFastAnnealing | Temperature Very Fast Annealing | 
| CTimeGrid | Time grid class | 
| CTimeSeries< T, Container > | Container for historical data | 
| CTqrEigenDecomposition | Tridiag. QR eigen decomposition with explicite shift aka Wilkinson | 
| CTransformedGrid | Transformed grid | 
| CTrapezoidIntegral< IntegrationPolicy > | Integral of a one-dimensional function | 
| CTRBDF2< Operator > | TR-BDF2 scheme for finite difference methods | 
| ▶CTridiagonalOperator | Base implementation for tridiagonal operator | 
| CBSMOperator | Black-Scholes-Merton differential operator | 
| CDMinus | \( D_{-} \) matricial representation | 
| CDPlus | \( D_{+} \) matricial representation | 
| CDPlusDMinus | \( D_{+}D_{-} \) matricial representation | 
| CDZero | \( D_{0} \) matricial representation | 
| CTridiagonalOperator::TimeSetter | Encapsulation of time-setting logic | 
| CTwoDimensionalIntegral | Integral of a two-dimensional function | 
| CTwoFactorModel::ShortRateDynamics | Class describing the dynamics of the two state variables | 
| CUnitOfMeasure | Unit of measure specification | 
| CUpperBoundEngine | Market-model engine for upper-bound estimation | 
| ▶CVanillaSwap::arguments | Arguments for simple swap calculation | 
| CSwaption::arguments | Arguments for swaption calculation | 
| CVanillaSwap::results | Results from simple swap calculation | 
| CVannaVolga | VannaVolga-interpolation factory and traits | 
| CVarianceGammaEngine | Variance Gamma Pricing engine for European vanilla options using integral approach | 
| CVarianceOption::arguments | Arguments for forward fair-variance calculation | 
| CVarianceOption::results | Results from variance-option calculation | 
| CVarianceSwap::arguments | Arguments for forward fair-variance calculation | 
| CVarianceSwap::results | Results from variance-swap calculation | 
| CVegaBumpCollection |  | 
| CVisitor< T > | Visitor for a specific class | 
| CYearOnYearInflationSwap::arguments | Arguments for YoY swap calculation | 
| CYearOnYearInflationSwap::results | Results from YoY swap calculation | 
| CYoYInflationCapFloor::arguments | Arguments for YoY Inflation cap/floor calculation | 
| CyoyInflationLeg |  | 
| CYoYInflationTraits | Bootstrap traits to use for PiecewiseZeroInflationCurve | 
| CYoYInflationVolatilityTraits | Traits for inflation-volatility bootstrap | 
| ▶CYoYOptionletStripper | Interface for inflation cap stripping, i.e. from price surfaces | 
| CInterpolatedYoYOptionletStripper< Interpolator1D > |  | 
| CZabr< Evaluation > | No arbtrage sabr interpolation factory and traits | 
| CZeroInflationTraits | Bootstrap traits to use for PiecewiseZeroInflationCurve | 
| CZeroYield | Zero-curve traits | 
| CZigguratRng | Ziggurat random-number generator | 
| CQuantoOptionResults< Instr::results > |  | 
| CRandomSequenceGenerator< QuantLib::MersenneTwisterUniformRng > |  | 
| CSample< MultiPath > |  | 
| CSample< Path > |  | 
| CSample< std::vector< Real > > |  | 
| ▶CSingleton< CommoditySettings > |  | 
| CCommoditySettings | Global repository for run-time library settings | 
| ▶CSingleton< ExchangeRateManager > |  | 
| CExchangeRateManager | Exchange-rate repository | 
| ▶CSingleton< IndexManager > |  | 
| CIndexManager | Global repository for past index fixings | 
| ▶CSingleton< ObservableSettings > |  | 
| CObservableSettings | Global repository for run-time library settings | 
| ▶CSingleton< SeedGenerator > |  | 
| CSeedGenerator | Random seed generator | 
| ▶CSingleton< Settings > |  | 
| CSettings | Global repository for run-time library settings | 
| CSingleton< Tracing > |  | 
| ▶CSingleton< UnitOfMeasureConversionManager > |  | 
| CUnitOfMeasureConversionManager | Repository of conversion factors between units of measure | 
| ▶Cexception | STL class | 
| CError | Base error class | 
| ▶Cmap< K, T > | STL class | 
| CTimeBasket | Distribution over a number of dates | 
| CStepCondition< Array > |  | 
| CTimeSeries< Real > |  | 
| ▶CTrapezoidIntegral< Default > |  | 
| CSimpsonIntegral | Integral of a one-dimensional function |