Actual360 | Actual/360 day count convention |
Actual365 | Actual/365 day count convention |
ActualActual | Actual/Actual day count |
AcyclicVisitor | Degenerate base class for the Acyclic Visitor pattern |
AdditiveEQPBinomialTree | Additive equal probabilities binomial tree |
AffineModel | Affine model class |
AffineTermStructure | Term-structure implied by an affine model |
AmericanCondition | American exercise condition |
AmericanExercise | American exercise |
AmericanPayoffAtExpiry | |
AmericanPayoffAtHit | |
AnalyticBarrierEngine | Pricing engine for barrier options using analytical formulae |
AnalyticCapFloorEngine | Analytic engine for cap/floor |
AnalyticCliquetEngine | Pricing engine for Cliquet options using analytical formulae |
AnalyticContinuousAveragingAsianEngine | Pricing engine for European continuous geometric average Asian option |
AnalyticDigitalAmericanEngine | |
AnalyticDiscreteAveragingAsianEngine | Pricing engine for European discrete geometric average Asian option |
AnalyticDividendEuropeanEngine | Analytic pricing engine for European options with discrete dividends |
AnalyticEuropeanEngine | Pricing engine for European vanilla options using analytical formulae |
AnalyticPerformanceEngine | Pricing engine for performance options using analytical formulae |
Arguments | Base class for generic argument groups |
ArmijoLineSearch | Armijo line search |
Array | 1-D array used in linear algebra |
ArrayFormatter | Formats arrays for output |
AssetOrNothingPayoff | Binary asset-or-nothing payoff |
AUDLibor | AUD Libor index, also known as SIBOR |
Average | Placeholder for enumerated averaging types |
BaroneAdesiWhaleyApproximationEngine | |
Barrier | Placeholder for enumerated barrier types |
BarrierOption | Barrier option on a single asset |
BarrierOption::arguments | Arguments for barrier option calculation |
BarrierOption::engine | Barrier engine base class |
BasketOption | Basket option on a number of assets |
BasketOption::arguments | Arguments for basket option calculation |
BasketOption::engine | Basket option engine base class |
Beijing | Beijing calendar |
BermudanExercise | Bermudan exercise |
BicubicSpline | |
BicubicSpline::Impl | Bicubic spline implementation |
BilinearInterpolation | Bilinear interpolation between discrete points |
BilinearInterpolation::Impl | Bilinear interpolation implementation |
BinomialDistribution | Binomial probability distribution function |
BinomialTree | Binomial tree base class |
BinomialVanillaEngine | Pricing engine for vanilla options using binomial trees |
Bisection | Bisection 1-D solver |
BivariateCumulativeNormalDistribution | Cumulative bivariate normal distribution function |
BjerksundStenslandApproximationEngine | |
BlackCapFloorEngine | Black-formula cap/floor engine |
BlackConstantVol | Constant Black volatility, no time-strike dependence |
BlackFormula | Black-formula calculator |
BlackKarasinski | Standard Black-Karasinski model class |
BlackKarasinski::Dynamics | Short-rate dynamics in the Black-Karasinski model |
BlackModel | Black-model for vanilla interest-rate derivatives |
BlackScholesLattice | Simple binomial lattice approximating the Black-Scholes model |
BlackScholesProcess | Black-Scholes stochastic process |
BlackSwaptionEngine | Black-formula swaption engine |
BlackVarianceCurve | Black volatility curve modelled as variance curve |
BlackVarianceSurface | Black volatility surface modelled as variance surface |
BlackVarianceTermStructure | Black variance term structure |
BlackVolatilityTermStructure | Black-volatility term structure |
BlackVolTermStructure | Black-volatility term structure |
BoundaryCondition | Abstract boundary condition class for finite difference problems |
BoundaryConstraint | Constraint imposing all arguments to be in [low,high] |
BoxMullerGaussianRng | Gaussian random number generator |
BPSBasketCalculator | |
BPSCalculator | Basis point sensitivity (BPS) calculator |
Brent | Brent 1-D solver |
Bridge | The Bridge pattern made explicit |
BrownianBridge | Builds Wiener process paths using Gaussian variates |
BSMOperator | Black-Scholes-Merton differential operator |
Budapest | Budapest calendar |
CADLibor | CAD Libor index, also known as CDOR |
Calendar | calendar class |
Calendar::WesternImpl | Partial calendar implementation |
CalendarImpl | Abstract base class for calendar implementations |
CalibrationHelper | Liquid market instrument used during calibration |
CalibrationSet | Set of calibration instruments |
Cap | Concrete cap class |
CapFlatVolatilityStructure | Cap/floor flat volatility structure |
CapFlatVolatilityVector | Cap/floor at-the-money flat volatility vector |
CapFloor | Base class for cap-like instruments |
CapFloor::arguments | Arguments for cap/floor calculation |
CapFloor::results | Results from cap/floor calculation |
CapletForwardVolatilityStructure | Caplet/floorlet forward volatility structure |
CashFlow | Base class for cash flows |
CashOrNothingPayoff | Binary cash-or-nothing payoff |
CeilingTruncation | Ceiling truncation |
CHFLibor | CHF Libor index, also known as ZIBOR |
CLGaussianRng | Gaussian random number generator |
CliquetOption | Cliquet (Ratchet) option |
CliquetOption::arguments | Arguments for cliquet option calculation |
CliquetOption::engine | Cliquet engine base class |
CliquetOptionPricer | Cliquet (Ratchet) option |
Collar | Concrete collar class |
combining_iterator | Iterator mapping a function to a set of underlying sequences |
Composite | Composite pattern |
CompositeConstraint | Constraint enforcing both given sub-constraints |
CompositeQuote | Market element whose value depends on two other market element |
CompoundForward | |
ConjugateGradient | Multi-dimensional Conjugate Gradient class |
ConstantParameter | Standard constant parameter |
Constraint | Base constraint class |
ConstraintImpl | Base class for constraint implementations |
ContinuousAveragingAsianOption | Continuous-averaging Asian option |
ContinuousAveragingAsianOption::arguments | Extra arguments for single-asset Asian option calculation |
ContinuousAveragingAsianOption::engine | Continuous-averaging Asian engine base class |
ContinuousGeometricAPO | Continuous geometric average-price option (European exercise) |
Copenhagen | Copenhagen calendar |
CostFunction | Cost function abstract class for optimization problem |
coupling_iterator | Iterator mapping a function to a pair of underlying sequences |
Coupon | coupon accruing over a fixed period |
CoxIngersollRoss | Cox-Ingersoll-Ross model class |
CoxIngersollRoss::Dynamics | Dynamics of the short-rate under the Cox-Ingersoll-Ross model |
CoxRossRubinstein | Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree |
CrankNicolson | Crank-Nicolson scheme for finite difference methods |
Cubic | Cubic-spline interpolation traits |
CubicSpline | Cubic spline interpolation between discrete points |
CumulativeBinomialDistribution | Cumulative binomial distribution function |
CumulativeNormalDistribution | Cumulative normal distribution function |
CumulativePoissonDistribution | Cumulative Poisson distribution function |
CuriouslyRecurringTemplate | Support for the curiously recurring template pattern |
CurrencyFormatter | Formats currencies for output |
Date | Concrete date class |
DateFormatter | Formats dates for output |
DayCounter | Day counter class |
DayCounterImpl | Abstract base class for day counter implementations |
DecimalFormatter | Formats real numbers for output |
DepositRateHelper | Deposit rate |
DerivedQuote | Market element whose value depends on another market element |
DirichletBC | Neumann boundary condition (i.e., constant value) |
DiscountCurve | Term structure based on loglinear interpolation of discount factors |
DiscountStructure | Discount factor term structure |
DiscrepancyStatistics | Statistic tool for sequences with discrepancy calculation |
DiscreteAveragingAsianOption | Discrete-averaging Asian option |
DiscreteAveragingAsianOption::arguments | Extra arguments for single-asset Asian option calculation |
DiscreteAveragingAsianOption::engine | Discrete-averaging Asian engine base class |
DiscreteGeometricAPO | Discrete geometric average-price Asian option (European style) |
DiscreteGeometricASO | Discrete geometric average-strike Asian option (European style) |
DiscretizedAsset | Discretized asset class used by numerical methods |
DiscretizedDiscountBond | Useful discretized discount bond asset |
DiscretizedOption | Discretized option on another asset |
DiscretizedSwap | |
Disposable | Generic disposable object with move semantics |
DividendEuropeanOption | European option with dividends |
DividendVanillaOption | Single-asset vanilla option (no barriers) with discrete dividends |
DividendVanillaOption::arguments | Arguments for dividend vanilla option calculation |
DividendVanillaOption::engine | Dividend vanilla option engine base class |
DMinus | matricial representation |
DPlus | matricial representation |
DPlusDMinus | matricial representation |
DriftTermStructure | Drift term structure |
DZero | matricial representation |
EarlyExercise | Early-exercise base class |
EndCriteria | Criteria to end optimization process |
EqualJumpsBinomialTree | Base class for equal jumps binomial tree |
EqualProbabilitiesBinomialTree | Base class for equal probabilities binomial tree |
Error | Base error class |
ErrorFunction | Error function |
EulerDiscretization | Euler discretization for stochastic processes |
Euribor | Euribor index |
EuroFormatter | Formats amounts in Euro for output |
EuropeanExercise | European exercise |
EuropeanOption | European option on a single asset |
Exercise | Base exercise class |
ExplicitEuler | Forward Euler scheme for finite difference methods |
ExtendedCoxIngersollRoss | Extended Cox-Ingersoll-Ross model class |
ExtendedCoxIngersollRoss::Dynamics | Short-rate dynamics in the extended Cox-Ingersoll-Ross model |
ExtendedCoxIngersollRoss::FittingParameter | Analytical term-structure fitting parameter |
ExtendedDiscountCurve | Term structure based on loglinear interpolation of discount factors |
Extrapolator | Base class for classes possibly allowing extrapolation |
Factorial | Factorial numbers calculator |
FalsePosition | False position 1-D solver |
FdAmericanOption | American option |
FdBermudanOption | Bermudan option |
FdBsmOption | Black-Scholes-Merton option priced numerically |
FdDividendAmericanOption | American option with discrete dividends |
FdDividendShoutOption | Shout option with dividends |
FdEuropean | Example of European option calculated using finite differences |
FdStepConditionOption | option executing additional code at each time step |
filtering_iterator | Iterator filtering undesired data |
FiniteDifferenceModel | Generic finite difference model |
FixedRateCoupon | Coupon paying a fixed interest rate |
FlatForward | Flat interest-rate curve |
FloatingRateCoupon | Coupon at par on a term structure |
Floor | Concrete floor class |
FloorTruncation | Floor truncation |
ForwardEngine | Forward engine base class |
ForwardOptionArguments | Arguments for forward (strike-resetting) option calculation |
ForwardPerformanceEngine | Forward performance engine |
ForwardRateStructure | Forward rate term structure |
ForwardSpreadedTermStructure | Term structure with added spread on the instantaneous forward rate |
ForwardVanillaOption | Forward version of a vanilla option |
Frankfurt | |
FraRateHelper | Forward rate agreement |
FuturesRateHelper | Interest-rate futures |
G2 | Two-additive-factor gaussian model class |
G2::FittingParameter | Analytical term-structure fitting parameter |
G2SwaptionEngine | Swaption priced by means of the Black formula |
GammaFunction | Gamma function class |
GapPayoff | Binary gap payoff |
GaussianStatistics | Statistics tool for gaussian-assumption risk measures |
GBPLibor | GBP Libor index |
GeneralStatistics | Statistics tool |
GenericEngine | Template base class for option pricing engines |
GenericModelEngine | Base class for some pricing engine on a particular model |
GenericRiskStatistics | Empirical-distribution risk measures |
Germany | German calendars |
Greeks | Additional option results |
HaltonRsg | Halton low-discrepancy sequence generator |
Helsinki | Helsinki calendar |
History | Container for historical data |
History::const_iterator | Random access iterator on history entries |
History::Entry | Single datum in history |
HongKong | Hong Kong calendar |
HullWhite | Single-factor Hull-White (extended Vasicek) model class |
HullWhite::Dynamics | Short-rate dynamics in the Hull-White model |
HullWhite::FittingParameter | Analytical term-structure fitting parameter |
ICGaussianRng | Inverse cumulative Gaussian random number generator |
ICGaussianRsg | Inverse cumulative Gaussian random sequence generator |
ImplicitEuler | Backward Euler scheme for finite difference methods |
ImpliedTermStructure | Implied term structure at a given date in the future |
ImpliedVolTermStructure | Implied vol term structure at a given date in the future |
InArrearIndexedCoupon | In-arrear indexed coupon class |
IncrementalStatistics | Statistics tool based on incremental accumulation |
Index | Purely virtual base class for indexes |
IndexedCoupon | Base indexed coupon class |
Instrument | Abstract instrument class |
IntegerFormatter | Formats integers for output |
IntegralEngine | |
Interpolation | Base class for 1-D interpolations |
Interpolation2D | Base class for 2-D interpolations |
Interpolation2D::templateImpl | Basic template implementation |
Interpolation2DImpl | Abstract base class for 2-D interpolation implementations |
Interpolation::templateImpl | Basic template implementation |
InterpolationImpl | Abstract base class for interpolation implementations |
InverseCumulativeNormal | Inverse cumulative normal distribution function |
Italy | Italian calendars |
JamshidianSwaptionEngine | Jamshidian swaption engine |
JarrowRudd | Jarrow-Rudd (multiplicative) equal probabilities binomial tree |
Johannesburg | Johannesburg calendar |
JointCalendar | Joint calendar |
JPYLibor | JPY Libor index, also known as TIBOR |
JumpDiffusionEngine | Jump-diffusion engine for vanilla options |
KnuthUniformRng | Uniform random number generator |
KronrodIntegral | Integral of a 1-dimensional function using the Gauss-Kronrod method |
Lattice | Lattice-method base class |
Lattice2D | Two-dimensional lattice |
LatticeShortRateModelEngine | Engine for a short-rate model specialized on a lattice |
LazyObject | Framework for calculation on demand and result caching |
LeastSquareFunction | Cost function for least-square problems |
LeastSquareProblem | Base class for least square problem |
LecuyerUniformRng | Uniform random number generator |
LeisenReimer | Leisen & Reimer tree: multiplicative approach |
LexicographicalView | Lexicographical 2-D view of a contiguous set of data |
Linear | Linear interpolation traits |
LinearInterpolation | Linear interpolation between discrete points |
LineSearch | Base class for line search |
Link | Relinkable access to a shared pointer |
LocalConstantVol | Constant local volatility, no time-strike dependence |
LocalVolCurve | Local volatility curve derived from a Black curve |
LocalVolSurface | Local volatility surface derived from a Black vol surface |
LocalVolTermStructure | Local-volatility term structure |
LogLinear | Log-linear interpolation traits |
LogLinearInterpolation | |
London | |
lowest_category_iterator | Most generic of two given iterator categories |
MakeSchedule | Helper class |
Matrix | Matrix used in linear algebra |
MCAmericanBasketEngine | Least-square Monte Carlo engine |
MCBarrierEngine | Pricing engine for barrier options using Monte Carlo |
McBasket | Simple example of multi-factor Monte Carlo pricer |
MCBasketEngine | MC pricing engine for European baskets |
McCliquetOption | Simple example of Monte Carlo pricer |
MCDigitalEngine | Pricing engine for digital options using Monte Carlo simulation |
McDiscreteArithmeticAPO | Example of Monte Carlo pricer using a control variate |
McDiscreteArithmeticASO | Example of Monte Carlo pricer using a control variate |
MCEuropeanEngine | European option pricing engine using Monte Carlo simulation |
McEverest | Everest-type option pricer |
McHimalaya | Himalayan-type option pricer |
McMaxBasket | Simple example of multi-factor Monte Carlo pricer |
McPagoda | Roofed Asian option |
McPerformanceOption | Performance option computed using Monte Carlo simulation |
McPricer | Base class for Monte Carlo pricers |
McSimulation | Base class for Monte Carlo engines |
MCVanillaEngine | Pricing engine for vanilla option using Monte Carlo simulation |
MersenneTwisterUniformRng | Uniform random number generator |
Merton76Process | Merton-76 jump-diffusion process |
Milan | |
MixedScheme | Mixed (explicit/implicit) scheme for finite difference methods |
MonotonicCubicSpline | Cubic spline with monotonicity constraint |
MonteCarloModel | General purpose Monte Carlo model for path samples |
MoreGreeks | More additional option results |
MoroInverseCumulativeNormal | Moro Inverse cumulative normal distribution class |
MultiAssetOption | Base class for options on multiple assets |
MultiAssetOption::arguments | Arguments for multi-asset option calculation |
MultiAssetOption::results | Results from multi-asset option calculation |
MultiPath | Correlated multiple asset paths |
MultiPathGenerator | Generates a multipath from a random number generator |
NaturalCubicSpline | Cubic spline with null second derivative at end points |
NaturalMonotonicCubicSpline | Natural cubic spline with monotonicity constraint |
NeumannBC | Neumann boundary condition (i.e., constant derivative) |
Newton | Newton 1-D solver |
NewtonSafe | Safe Newton 1-D solver |
NewYork | |
NoConstraint | No constraint |
NormalDistribution | Normal distribution function |
Null | Template class providing a null value for a given type |
NullCalendar | Calendar for reproducing theoretical calculations |
NullParameter | Parameter which is always zero |
NumericalMethod | Numerical method (tree, finite-differences) base class |
Observable | Object that notifies its changes to a set of observables |
Observer | Object that gets notified when a given observable changes |
OneAssetOption | Base class for options on a single asset |
OneAssetOption::arguments | Arguments for single-asset option calculation |
OneAssetOption::results | Results from single-asset option calculation |
OneAssetStrikedOption | Base class for options on a single asset with striked payoff |
OneFactorAffineModel | Single-factor affine base class |
OneFactorModel | Single-factor short-rate model abstract class |
OneFactorModel::ShortRateDynamics | Base class describing the short-rate dynamics |
OneFactorModel::ShortRateTree | Recombining trinomial tree discretizing the state variable |
OneFactorOperator | Interest-rate single factor model differential operator |
OptimizationMethod | Abstract class for constrained optimization method |
Option | Base option class |
Option::arguments | |
OptionTypeFormatter | Formats option type for output |
OrnsteinUhlenbeckProcess | Ornstein-Uhlenbeck process class |
Oslo | Oslo calendar |
Parameter | Base class for model arguments |
ParameterImpl | Base class for model parameter implementation |
ParCoupon | coupon at par on a term structure |
Path | |
PathGenerator | Generates random paths using a sequence generator |
PathPricer | Base class for path pricers |
Payoff | Base class for option payoffs |
PercentageStrikePayoff | Payoff with strike expressed as percentage |
PerformanceOption | Performance option |
Period | Time period described by a number of a given time unit |
PiecewiseConstantParameter | Piecewise-constant parameter |
PiecewiseFlatForward | Piecewise flat forward term structure |
PlainVanillaPayoff | Plain-vanilla payoff |
PoissonDistribution | Normal distribution function |
PositiveConstraint | Constraint imposing positivity to all arguments |
PricingEngine | Interface for pricing engines |
PrimeNumbers | Prime numbers calculator |
Problem | Constrained optimization problem |
processing_iterator | Iterator mapping a unary function to an underlying sequence |
QuantoEngine | Quanto engine base class |
QuantoForwardVanillaOption | Quanto version of a forward vanilla option |
QuantoOptionArguments | Arguments for quanto option calculation |
QuantoOptionResults | Results from quanto option calculation |
QuantoTermStructure | Quanto term structure |
QuantoVanillaOption | Quanto version of a vanilla option |
Quote | Purely virtual base class for market observables |
RandomSequenceGenerator | Random sequence generator based on a pseudo-random number generator |
RateFormatter | Formats rates for output |
RateHelper | Base class for rate helpers |
RelinkableHandle | Globally accessible relinkable pointer |
Results | Base class for generic result groups |
Ridder | Ridder 1-D solver |
RiskStatistics | |
Riyadh | Riyadh calendar |
Rounding | Basic rounding class |
SalvagingAlgorithm | Algorithm used for matricial pseudo square root |
Sample | Weighted sample |
Schedule | Payment schedule |
Secant | Secant 1-D solver |
SegmentIntegral | Integral of a one-dimensional function |
Seoul | Seoul calendar |
SequenceStatistics | Statistics analysis of N-dimensional (sequence) data |
Short | Short indexed coupon |
ShortFloatingRateCoupon | Short coupon at par on a term structure |
ShortRateModel | Abstract short-rate model class |
ShoutCondition | Shout option condition |
SimpleCashFlow | Predetermined cash flow |
SimpleDayCounter | Simple day counter for reproducing theoretical calculations |
SimpleQuote | Market element returning a stored value |
SimpleSwap | Simple fixed-rate vs Libor swap |
SimpleSwap::arguments | Arguments for simple swap calculation |
SimpleSwap::results | Results from simple swap calculation |
Simplex | Multi-dimensional simplex class |
SimpsonIntegral | Integral of a one-dimensional function |
Singapore | Singapore calendar |
SingleAssetOption | Black-Scholes-Merton option |
SizeFormatter | Formats unsigned integers for output |
SobolRsg | Sobol low-discrepancy sequence generator |
Solver1D | Base class for 1-D solvers |
SquareRootProcess | Square-root process class |
Statistics | |
StatsHolder | Helper class for precomputed distributions |
SteepestDescent | Multi-dimensional steepest-descent class |
StepCondition | Condition to be applied at every time step |
stepping_iterator | Iterator advancing in constant steps |
StochasticProcess | Stochastic process class |
StochasticProcess::discretization | Discretization of a stochastic process over a given time interval |
Stock | Simple stock class |
Stockholm | Stockholm calendar |
StrikedTypePayoff | Intermediate class for payoffs based on a fixed strike |
StringFormatter | Formats strings as lower- or uppercase |
StulzEngine | Pricing engine for 2D European Baskets |
SuperSharePayoff | Binary supershare payoff |
SVD | Singular value decomposition |
Swap | Interest rate swap |
SwapRateHelper | Swap rate |
Swaption | Swaption class |
Swaption::arguments | Arguments for swaption calculation |
Swaption::results | Results from swaption calculation |
SwaptionVolatilityMatrix | At-the-money swaption-volatility matrix |
SwaptionVolatilityStructure | Swaption-volatility structure |
Sydney | Sydney calendar (New South Wales, Australia) |
SymmetricSchurDecomposition | Symmetric threshold Jacobi algorithm |
Taiwan | Taiwan calendar |
TARGET | TARGET calendar |
TermStructure | Interest-rate term structure |
TermStructureConsistentModel | Term-structure consistent model class |
TermStructureFittingParameter | Deterministic time-dependent parameter used for yield-curve fitting |
Thirty360 | 30/360 day count convention |
Tian | Tian tree: third moment matching, multiplicative approach |
TimeBasket | Distribution over a number of dates |
TimeGrid | Time grid class |
Tokyo | Tokyo calendar |
Toronto | Toronto calendar |
TrapezoidIntegral | Integral of a one-dimensional function |
Tree | Tree approximating a single-factor diffusion |
TreeCapFloorEngine | Numerical lattice engine for cap/floors |
TreeSwaptionEngine | Numerical lattice engine for swaptions |
TridiagonalOperator | Base implementation for tridiagonal operator |
TridiagonalOperator::TimeSetter | Encapsulation of time-setting logic |
Trigeorgis | Trigeorgis (additive equal jumps) binomial tree |
TrinomialBranching | Branching scheme for a trinomial node |
TrinomialTree | Recombining trinomial tree class |
TwoFactorModel | Abstract base-class for two-factor models |
TwoFactorModel::ShortRateDynamics | Class describing the dynamics of the two state variables |
TwoFactorModel::ShortRateTree | Recombining two-dimensional tree discretizing the state variable |
TypePayoff | Intermediate class for call/put/straddle payoffs |
UnitedKingdom | United Kingdom calendars |
UnitedStates | United States calendars |
UpFrontIndexedCoupon | up front indexed coupon class |
USDLibor | USD Libor index |
Value | Pricing results |
VanillaOption | Vanilla option (no discrete dividends, no barriers) on a single asset |
VanillaOption::engine | Vanilla option engine base class |
Vasicek | Vasicek model class |
Vasicek::Dynamics | Short-rate dynamics in the Vasicek model |
Visitor | Visitor for a specific class |
VolatilityFormatter | Formats volatilities for output |
Warsaw | Warsaw calendar |
Wellington | Wellington calendar |
Xibor | Base class for libor indexes |
XiborManager | Global repository for libor histories |
ZARLibor | ZAR Libor index, also known as JIBAR |
ZeroCurve | Term structure based on linear interpolation of zero yields |
ZeroSpreadedTermStructure | Term structure with an added spread on the zero yield rate |
ZeroYieldStructure | Zero yield term structure |
Zurich | Zurich calendar |