Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

CBlackScholes	Implements the Black-Scholes model
CCommand	Container for the commands Class contains the parsed command
CExecution
CLocalVolatility	Implements the Dupire's local volatility model
CMonteCarloPricer	A controller for derivatives pricing via a Monte-Carlo simulation
CMonteCarloResult	A container for storing the result of a Monte-Carlo simulation
CPartialDiffEqPricer	A controller for derivatives pricing via a PDE solution
CRectBivariateCubicSpline	Implementation of 2d spline interpolation on a rectangular grid