quotes Directory Reference

Files

file  compositequote.hpp
 purely virtual base class for market observables
 
file  derivedquote.hpp
 market quote whose value depends on another quote
 
file  eurodollarfuturesquote.hpp
 quote for the Eurodollar-future implied standard deviation
 
file  forwardswapquote.hpp
 quote for a forward starting swap
 
file  forwardvaluequote.hpp
 quote for the forward value of an index
 
file  futuresconvadjustmentquote.hpp
 quote for the futures-convexity adjustment of an index
 
file  impliedstddevquote.hpp
 quote for the implied standard deviation of an underlying
 
file  lastfixingquote.hpp
 quote for the last fixing available for a given index
 
file  simplequote.hpp
 simple quote class