BasketOption | |
ChiSquareDistribution | The chi squared distribution |
ddata::DistributedData | The base class for handling large data sets in grid computing |
Distribution | Base class for various distributions |
GARCH11 | |
GBM | |
ddata::Matrix | Designed to handle very large sparse Matrices |
MySQL_Connector | Class uses the mysql C api to connect to a remote database |
NormalDistribution | The normal distribution |
Option | |
RandomNumber | Parallel data structure for manipulating random numbers |
SV_Model | |
TimeSeries | Class containing time series data and associated funtions |
UniformDistribution | The uniform distribution |
VanillaOption | |
VaR | |
ddata::Vector | The vector class is designed to handle very large vectors |