The following is a very partial list of financial classes:
Black Model
CIR Model
Hull-White Model
Finite Element Method Solver
Hermitian Tree Method Solver
Curve Constructor
Optimizer
SmartRoot
The following security types are built into the foundation classes:
Call/Put/Sink
Floaters
CMOs
OTCs
Options
Futures
Mortgage-Backed Securities
The following are examples of interface classes:
Flat File Parser
SQL Database GUI Interface
DDE Linkage
Reuter/Bloomberg Linkage
Schedule/Timer
Compression Class
Transfer between entity-relation data model to object-orientated model