QuantLib 0.3.6

User manual

Introduction to QuantLib

• Introduction
• Project overview
• Where to get QuantLib
• Installation
• Usage
• Version history
• Additional resources
• The QuantLib group
• Copyright and license

QuantLib components

• Core classes
• Date and time calculations
• Lattice methods
• The finite differences framework
• The Monte Carlo framework
• Short-rate models
• Currencies and FX rates
• Instruments and pricers
• Math tools
• Design patterns
• Term structures
• Utilities
• Examples

Reference manual

• Modules
• Class Hierarchy
• Compound List
• File List
• Compound Members
• File Members
• Todo List
• Known Bugs
• Deprecated Features