Financial instruments

Files
file	averageois.hpp
	Swap of arithmetic average overnight index against fixed.
file	bondoption.hpp
	bond option class
file	brlcdiswap.hpp
	Standard BRL CDI swap.
file	cashflowresults.hpp
	class holding cashflow-related results
file	cashsettledeuropeanoption.hpp
	cash settled european vanilla option.
file	cdsoption.hpp
	CDS option, removed requirements (rec must knock out, no upfront amount), that should be taken care of in pricing engines.
file	commodityforward.hpp
	Instrument representing a commodity forward contract.
file	crossccybasismtmresetswap.hpp
	Cross currency basis swap instrument with MTM reset.
file	crossccyfixfloatmtmresetswap.hpp
	Cross currency fix float swap instrument with MTM reset.
file	crossccyfixfloatswap.hpp
	Cross currency fixed vs float swap instrument.
file	deposit.hpp
	deposit instrument
file	equityforward.hpp
	equityforward instrument
file	fixedbmaswap.hpp
	fixed vs averaged bma swap
file	impliedbondspread.hpp
	utilities for implied bond credit spread calculation
file	makecds.hpp
	Helper class to instantiate standard market cds.
file	multiccycompositeinstrument.hpp
	bond option class
file	payment.hpp
	payment instrument
file	subperiodsswap.hpp
	Single currency sub periods swap instrument.
file	tenorbasisswap.hpp
	Single currency tenor basis swap instrument.

Classes
class	BondBasket
	Bond Basket. More...
class	BondTRS::arguments
class	CashSettledEuropeanOption
struct	Tranche
	Collateralized Bond Obligation, Cash Flow CBO. More...
class	CdsOption
	CDS option. More...
class	CdsOption::results
class	CommodityAveragePriceOption
	Commodity Average Price Option. More...
class	CommodityForward
class	CommodityForward::arguments
class	CommodityForward::engine
class	CommoditySpreadOption
	Commodity Spread Option. More...
class	CrossCcyBasisMtMResetSwap::arguments
class	CrossCcyBasisMtMResetSwap::results
class	CrossCcyBasisSwap::arguments
class	CrossCcyBasisSwap::results
class	CrossCcyFixFloatMtMResetSwap::arguments
class	CrossCcyFixFloatMtMResetSwap::results
class	CrossCcyFixFloatSwap
class	CrossCcyFixFloatSwap::arguments
class	CrossCcyFixFloatSwap::results
class	CrossCcySwap::arguments
class	CrossCcySwap::results
class	CrossCcySwap::engine
class	CurrencySwap
	Currency Interest Rate Swap More...
class	CurrencySwap::arguments
class	CurrencySwap::results
class	CurrencySwap::engine
class	Deposit::arguments
class	Deposit::results
class	Deposit::engine
class	DoubleOvernightIndexedBasisSwap
	Double Overnight indexed basis swap: compounded overnight rate vs compounded overnight rate. More...
class	EquityForward
class	EquityForward::arguments
class	EquityForward::engine
class	ForwardBond::arguments
class	ForwardBond::results
class	ForwardBond::engine
class	FxForward::arguments
class	FxForward::results
class	FxForward::engine
class	GenericSwaption
	Swaption class with QuantLib::Swap underlying More...
class	MakeCreditDefaultSwap
	helper class More...
class	MultiCcyCompositeInstrument
	Composite instrument More...
class	OvernightIndexedBasisSwap
	Overnight indexed basis swap: floating vs compounded overnight rate. More...
class	OvernightIndexedCrossCcyBasisSwap
	Basis swap: compounded overnight rate in ccy 1 vs. compounded overnight rate in ccy 2. More...
class	OvernightIndexedCrossCcyBasisSwap::arguments
class	OvernightIndexedCrossCcyBasisSwap::results
class	OvernightIndexedCrossCcyBasisSwap::engine
class	Payment::results
class	Payment::engine
class	SubPeriodsSwap
	Single currency sub periods swap. More...
class	TenorBasisSwap
	Single currency tenor basis swap. More...
class	TenorBasisSwap::results
class	TenorBasisSwap::engine
class	VanillaForwardOption
	Vanilla Forward option on a single asset. More...
class	VarianceSwap2
	Variance swap. More...

Detailed Description

Grouping of all instrument related classes, functions and files