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Market
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Description
Class Summary  
Asset  Interface and default methods for all assets (deterministic or stochastic volatility, deterministic or stochastic rates). 
BasicAssetPair  Market consisting of two assets (excluding the riskfree bond) with constant instantaneous volatility and correlation of returns. 
Basket  Interface and default methods for all multi assets markets (deterministic or stochastic volatility, deterministic or stochastic rates). 
ConstantVolatilityAsset  Implementation of Asset . 
ConstantVolatilityAssetQMC  Constant volatility asset driven by quasi normal vectors based on a low disceapncy sequence sequence instead of standard multinormal vectors. 
ConstantVolBasket  
DeterministicVolAsset  Implementation of Asset . 
DeterministicVolBasket  
DiagonalBasket  
Flag  Defines various flags. 
JumpAsset  A ConstantVolatilityAsset with jumps. 
Market


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