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	fdgaussiancam.hpp
	fd gaussian cross asset model for single underlying ir model
file	gaussiancam.hpp
	gaussian cross asset model for ir, fx, eq, com
file	gaussiancamcg.hpp
	Gaussian CAM model.
file	lgmcg.hpp
	computation graph based lgm model calculations
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