| Classes | |
| class | DigitalCoupon | 
| Digital-payoff coupon.  More... | |
| class | DoubleBarrierOption | 
| Double Barrier option on a single asset.  More... | |
| class | QuantoDoubleBarrierOption | 
| Quanto version of a double barrier option.  More... | |
| class | CallableBond | 
| Callable bond base class.  More... | |
| class | CallableFixedRateBond | 
| callable/puttable fixed rate bond  More... | |
| class | CallableZeroCouponBond | 
| callable/puttable zero coupon bond  More... | |
| class | FloatingCatBond | 
| floating-rate cat bond (possibly capped and/or floored)  More... | |
| class | Commodity | 
| Commodity base class.  More... | |
| class | EnergyCommodity | 
| Energy commodity class.  More... | |
| class | EnergyFuture | 
| Energy future.  More... | |
| class | CompoundOption | 
| Compound option on a single asset.  More... | |
| class | MargrabeOption | 
| Margrabe option on two assets.  More... | |
| class | PagodaOption | 
| Roofed Asian option on a number of assets.  More... | |
| class | TwoAssetBarrierOption | 
| Barrier option on two assets  More... | |
| class | IrregularSwaption | 
| Irregular Swaption class.  More... | |
| class | VarianceOption | 
| Variance option.  More... | |
| class | ContinuousAveragingAsianOption | 
| Continuous-averaging Asian option.  More... | |
| class | DiscreteAveragingAsianOption | 
| Discrete-averaging Asian option.  More... | |
| class | AssetSwap | 
| Bullet bond vs Libor swap.  More... | |
| class | BarrierOption | 
| Barrier option on a single asset.  More... | |
| class | BasketOption | 
| Basket option on a number of assets.  More... | |
| class | Bond | 
| Base bond class.  More... | |
| class | CCTEU | 
| class | BTP | 
| Italian BTP (Buono Poliennali del Tesoro) fixed rate bond.  More... | |
| class | CmsRateBond | 
| CMS-rate bond.  More... | |
| class | CPIBond | 
| class | FixedRateBond | 
| fixed-rate bond  More... | |
| class | FloatingRateBond | 
| floating-rate bond (possibly capped and/or floored)  More... | |
| class | ZeroCouponBond | 
| zero-coupon bond  More... | |
| class | CapFloor | 
| Base class for cap-like instruments.  More... | |
| class | Cap | 
| Concrete cap class.  More... | |
| class | Floor | 
| Concrete floor class.  More... | |
| class | Collar | 
| Concrete collar class.  More... | |
| class | CliquetOption | 
| cliquet (Ratchet) option  More... | |
| class | CompositeInstrument | 
| Composite instrument  More... | |
| class | CreditDefaultSwap | 
| Credit default swap.  More... | |
| class | DividendBarrierOption | 
| Single-asset barrier option with discrete dividends.  More... | |
| class | DividendVanillaOption | 
| Single-asset vanilla option (no barriers) with discrete dividends.  More... | |
| class | EuropeanOption | 
| European option on a single asset.  More... | |
| class | FixedRateBondForward | 
| Forward contract on a fixed-rate bond  More... | |
| class | FloatFloatSwaption | 
| floatfloat swaption class  More... | |
| class | Forward | 
| Abstract base forward class.  More... | |
| class | ForwardVanillaOption | 
| Forward version of a vanilla option  More... | |
| class | YoYInflationCapFloor | 
| Base class for yoy inflation cap-like instruments.  More... | |
| class | YoYInflationCap | 
| Concrete YoY Inflation cap class.  More... | |
| class | YoYInflationFloor | 
| Concrete YoY Inflation floor class.  More... | |
| class | YoYInflationCollar | 
| Concrete YoY Inflation collar class.  More... | |
| class | ContinuousFloatingLookbackOption | 
| Continuous-floating lookback option.  More... | |
| class | ContinuousFixedLookbackOption | 
| Continuous-fixed lookback option.  More... | |
| class | ContinuousPartialFloatingLookbackOption | 
| Continuous-partial-floating lookback option.  More... | |
| class | ContinuousPartialFixedLookbackOption | 
| Continuous-partial-fixed lookback option.  More... | |
| class | NonstandardSwaption | 
| nonstandard swaption class  More... | |
| class | QuantoBarrierOption | 
| Quanto version of a barrier option.  More... | |
| class | QuantoForwardVanillaOption | 
| Quanto version of a forward vanilla option.  More... | |
| class | QuantoVanillaOption | 
| quanto version of a vanilla option  More... | |
| class | Stock | 
| Simple stock class.  More... | |
| class | Swap | 
| Interest rate swap.  More... | |
| class | Swaption | 
| Swaption class  More... | |
| class | VanillaOption | 
| Vanilla option (no discrete dividends, no barriers) on a single asset.  More... | |
| class | VanillaSwap | 
| Plain-vanilla swap: fix vs floating leg.  More... | |
| class | VarianceSwap | 
| Variance swap.  More... | |