Key words: Options spreads, Combinations , Synthetic options, Bull spread, Bear spread, Butterfly, Calendar spreads, Diagonal spreads, Straddle, Strangle, Strip, Strap
QuantLib Modules

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.

Quantlib modules

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.

Folder: ql->utilities
Various utility classes.

Other folders in Quantlib not listed on the site

Folder: ql->cashflows
Classes and functions for working with cash flows and sequences of cash flows.

Folder: ql->indexes
Classes for storing historical fixings of different index types.

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