File List
Here is a list of all documented files with brief descriptions:
[detail level 12345]
\-ql
 o+cashflows
 o+currencies
 o+experimental
 o+indexes
 o+instruments
 o+legacy
 o+math
 o+methods
 o+models
 o+patterns
 o+pricingengines
 o+processes
 o+quotes
 o+termstructures
 o+time
 o+utilities
 o*cashflow.hppBase class for cash flows
 o*compounding.hppCompounding enumeration
 o*currency.hppCurrency specification
 o*default.hppClasses for default-event handling
 o*discretizedasset.hppDiscretized asset classes
 o*errors.hppClasses and functions for error handling
 o*event.hppBase class for events associated with a given date
 o*exchangerate.hppExchange rate between two currencies
 o*exercise.hppOption exercise classes and payoff function
 o*grid.hppGrid constructors
 o*handle.hppGlobally accessible relinkable pointer
 o*index.hppVirtual base class for indexes
 o*instrument.hppAbstract instrument class
 o*interestrate.hppInstrument rate class
 o*money.hppCash amount in a given currency
 o*numericalmethod.hppNumerical method class
 o*option.hppBase option class
 o*payoff.hppOption payoff classes
 o*position.hppShort or long position
 o*prices.hppPrice classes
 o*pricingengine.hppBase class for pricing engines
 o*qldefines.hppGlobal definitions and compiler switches
 o*quote.hppPurely virtual base class for market observables
 o*settings.hppGlobal repository for run-time library settings
 o*stochasticprocess.hppStochastic processes
 o*termstructure.hppBase class for term structures
 o*timegrid.hppDiscrete time grid
 o*timeseries.hppContainer for historical data
 o*types.hppCustom types
 o*version.hppVersion number
 \*volatilitymodel.hppVolatility term structures