**Key words:**

*Options spreads, Combinations , Synthetic options, Bull spread, Bear spread, Butterfly, Calendar spreads, Diagonal spreads, Straddle, Strangle, Strip, Strap*

Here is a quick summary of all the modules that are available in the current version of Quantlib.

The modules are provided on the quantlib.org site but I found that after installation there are other folders that are not listed on the site.

Modules contain a set of functions, classes, a collection of macros and typedefs. They are the library’s functionality. Modules can be included via the include directive with “quantlib.hpp”.

On the left are the list from the site, on the right is my installation of Quantlib.

**Currencies and FX rates**

Folder: ql->currencies

Contains many predefined national currencies.

**Date and time calculations**

Folder: ql->time

Classes for handling Calendars and Day counters.

**Design patterns**

Folder: ql->patterns

C++ template implementations of design patterns like Composite, curiously recurring, lazyObject, observable-observer, singleton, acyclicVisitor.

**Financial instruments**

Folder: ql->instruments

A collection of many financial instruments.

**Finite-differences framework **

Folder: ql->methods->finitedifferences

This is numerical solution of partial differential equations using finite-difference methods.

**Lattice methods**

Folder: ql->methods->lattices

Well known lattice methods.

**Math tools**

Folder: ql->math

Pseudo random number and low-discrepancy sequence generators, solvers and optimazers.

**Monte Carlo framework**

Folder: ql->methods->montecarlo

Monte Carlo simulations including LongstaffSchwartz pricer, Brownian Bridge, early exercise pricer, path generator.

**Numeric types**

Folder: ql->types.hpp

A number of numeric types are defined in order to add clarity to function and method declarations.

**Output manipulators**

Folder: ql->utilities

Helper functions for creating formatted output.

**Pricing engines**

Folder: ql->pricingengines

Contains many predefined engines like Asian, barrier, basket, cliquet, forward, quanto and vanilla options, cpa/floor and swaption engines

**QuantLib macros**

Folder: ql->qldefines.hpp

Global definitions and a few macros which help porting the code to different compilers. Including debugging (ql/utilities/tracing.hpp) and numeric macros.

**Short-rate modelling framework **

Folder: ql->models->shortrate

This framework implements some single-factor and two-factor short rate models

**Stochastic processes**

Folder: ql->processes

Implementation of a variety of stochastic processes.

**Term structures**

Folder: ql->termstructures

Framework for defining yield term structures.

**Utilities**

Folder: ql->utilities

Various utility classes.

Other folders in Quantlib not listed on the site

**Cashflows**

Folder: ql->cashflows

Classes and functions for working with cash flows and sequences of cash flows.

**Indexes**

Folder: ql->indexes

Classes for storing historical fixings of different index types.

**Quotes**

Folder: ql->quotes

Classes for calculating quotes from underlying indexes.

A collection of some models:

**Equity Models**

Folder: ql->models->equity

**Market Models**

Folder: ql->models->market

**Volatility Models**

Folder: ql->models->volatility