models Directory Reference

Files
file	amcmodel.hpp
	additional interface for amc enabled models
file	blackscholes.hpp
	black scholes model for n underlyings (fx, equity or commodity)
file	blackscholesbase.hpp
	black scholes model base class for n underlyings (fx, equity or commodity)
file	blackscholescg.hpp
	black scholes model for n underlyings (fx, equity or commodity)
file	blackscholescgbase.hpp
	black scholes model base class for n underlyings (fx, equity or commodity)
file	dummymodel.hpp
	dummy model implementation
file	fdblackscholesbase.hpp
	black scholes fd model base class for n underlyings (fx, equity or commodity)
file	gaussiancam.hpp
	gaussian cross asset model for ir, fx, eq, com
file	localvol.hpp
	local vol model for n underlyings (fx, equity or commodity)
file	model.hpp
	interface for model against which a script can be run
file	modelcg.hpp
	interface for model against which a script can be run
file	modelcgimpl.hpp
	basis implementation for a script engine model
file	modelimpl.hpp
	basis implementation for a script engine model