MCOV |
Open Source Monte Carlo Option Valuer |
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Home Contact Download Releases Installation Read-Me License Monte Carlo Strategy Objects C++ Classes C++ Files mcovaluer.h mcovaluer.cxx mcov.cxx |
MCOV C++ ClassesThis is the forward declarations of classes in mcovaluer.h.
Note that an mcoValuer object has a dayset, strategies and
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// Classes (subclassing shown by indentation)
class mcoOption; // An option on a stock/future/index
class mcoValuer; // Object to value an option
class mcoDayBase; // Base: day of underlying instrument
class mcoDay; // Day based on close-price
class mcoDaySet; // Days - history and projection
class mcoTryStrategy; // Base: strategies used in tries
class mcoSellStratBase; // When to sell, results
class mcoSellStrategy1; // Simple: sell at expiry
class mcoPDayStratBase; // Picking/using prototype days
class mcoPDayStrategy1; // Simple: random day
class mcoDayFactoryBase; // Base: return a new day
class mcoDayFactory; // Default: return new mcoDay
class mcoErr; // Error status, message (singleton)
class mcoRand; // Random number generator (singleton)
class mcoSentry; // Ensure mcoValuer objects deleted
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