Welcome to OpenRedukti’s documentation!

Contents:

• Introduction
  • Main Features
  • Background
  • Ackowledgements
• OpenRedukti C++ API
  • Basics
  • Namespace
  • About this document
  • Common Enums
  • Date type
  • Holiday Calendars
  • Day Count Fractions
  • Index Types
  • Useful Conversions
  • Automatic Differentiation
  • Calculation Schedules
  • Memory Allocators
  • Interpolators
  • Interest Rate Curves
  • Time Series / Fixings
  • Cashflows
  • Cashflow Pricing
  • Curve Building
  • Valuation Service
• OpenRedukti Scripting With Ravi
  • Date Types
  • Holiday Calendars
  • Day Count Fractions
  • Indices
  • Automatic Differentiation
  • Calculation Schedules
  • Interpolators
  • Interest Rate Curves
  • Time Series / Fixings
  • Cashflows
  • Utility for Loading Data
  • Building Curves
  • Cashflow Pricing
• Building OpenRedukti
  • Dependencies
  • Pre-Requisites
  • Build OpenRedukti
  • Setup OpenBLAS and LAPACK
  • Obtain Protocol Buffers via vcpkg
  • Build OpenRedukti

Indices and tables

• Index
• Module Index
• Search Page