instruments Directory Reference

Files
file	ascot.hpp
	Ascot class.
file	averageois.hpp
	Swap of arithmetic average overnight index against fixed.
file	bondbasket.hpp
	Basket of defaultable bonds.
file	bondoption.hpp
	bond option class
file	bondrepo.hpp
	bond repo instrument
file	brlcdiswap.hpp
	Standard BRL CDI swap.
file	cashflowresults.hpp
	class holding cashflow-related results
file	cashsettledeuropeanoption.hpp
	cash settled european vanilla option.
file	cbo.hpp
	collateralized bond obligation instrument
file	cdsoption.hpp
	CDS option, removed requirements (rec must knock out, no upfront amount), that should be taken care of in pricing engines.
file	cliquetoption.hpp
	Cliquet option.
file	commodityapo.hpp
	Swaption class.
file	commodityforward.hpp
	Instrument representing a commodity forward contract.
file	commodityspreadoption.hpp
	Option class.
file	convertiblebond.hpp
	convertible bond class
file	convertiblebond2.hpp
file	creditlinkedswap.hpp
	credit linked swap instrument
file	crossccybasismtmresetswap.hpp
	Cross currency basis swap instrument with MTM reset.
file	crossccybasisswap.hpp
	Cross currency basis swap instrument.
file	crossccyfixfloatmtmresetswap.hpp
	Cross currency fix float swap instrument with MTM reset.
file	crossccyfixfloatswap.hpp
	Cross currency fixed vs float swap instrument.
file	crossccyswap.hpp
	Swap instrument with legs involving two currencies.
file	currencyswap.hpp
	Interest rate swap with extended interface.
file	deposit.hpp
	deposit instrument
file	doubleoibasisswap.hpp
	Overnight index swap paying compounded overnight vs. another compounded overnight.
file	equityforward.hpp
	equityforward instrument
file	fixedbmaswap.hpp
	fixed vs averaged bma swap
file	forwardbond.hpp
	Forward bond class.
file	fxforward.hpp
	defaultable fxforward instrument
file	genericswaption.hpp
	Swaption class.
file	impliedbondspread.hpp
	utilities for implied bond credit spread calculation
file	indexcdsoption.hpp
	Index CDS option instrument.
file	indexcreditdefaultswap.hpp
	Index Credit default swap.
file	makeaverageois.hpp
	Helper class to instantiate standard average ON indexed swaps.
file	makecds.hpp
	Helper class to instantiate standard market cds.
file	makeoiscapfloor.hpp
	helper class to instantiate standard market OIS cap / floors
file	multiccycompositeinstrument.hpp
	bond option class
file	multilegoption.hpp
	multi leg option instrument
file	nullinstrument.hpp
	A null instrument that always returns an NPV of 0.
file	oibasisswap.hpp
	Overnight index swap paying compounded overnight vs. float.
file	oiccbasisswap.hpp
	Cross currency overnight index swap paying compounded overnight vs. float.
file	payment.hpp
	payment instrument
file	rebatedexercise.hpp
	more flexible version of ql class
file	riskparticipationagreement.hpp
	RPA instrument.
file	riskparticipationagreement_tlock.hpp
	RPA instrument for tlock underlyings.
file	subperiodsswap.hpp
	Single currency sub periods swap instrument.
file	syntheticcdo.hpp
	Synthetic Collateralized Debt Obligation and pricing engines.
file	tenorbasisswap.hpp
	Single currency tenor basis swap instrument.
file	vanillaforwardoption.hpp
	Vanilla forward option on a single asset.
file	varianceswap.hpp
	Variance swap.