Index

A

  1. add function

  2. addObserver function

  3. Algorithms, STL

    1. concepts

    2. copying container data

    3. find_if function

    4. finding elements

    5. find_value function

    6. option data

      1. is_expiring

      2. StandardOption

      3. syntax

    7. sort function

      1. compute frequency

      2. date class

      3. date object

      4. frequency_test

      5. functional operator

      6. list

      7. vector count

    8. types

B

  1. Basic Linear Algebra Subprograms (BLAS)

  2. Bernoulli distribution

  3. Bind function

    1. SimpleOption class

    2. std::bind function

    3. std::plus function

  4. Binomial model

    1. algorithm

    2. American-style option

    3. binomial tree

    4. call option price

    5. expressions

    6. implementation

  5. Black-Scholes-Merton equations

  6. BlackScholesMethod class

    1. header file

    2. implementation file

  7. Black-Scholes model

    1. BlackScholesMethod class

    2. forward method

    3. parameters

    4. PDE

  8. buildAdjacencyMatrix function

C

  1. Call_greater_than_100 function

  2. CDSSolver ...

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