3 #ifndef __ExamplesFunctions_hpp__ 4 #define __ExamplesFunctions_hpp__ 120 #endif // of __ExamplesFunctions_hpp__
cfl::PathDependent savingsAccountNextTime(double dPeriod, double dNotional, const std::vector< unsigned > &rResetIndexes, const cfl::InterestRateModel &rModel)
cfl::PathDependent indUpDownOut(double dLowerBarrier, double dUpperBarrier, const std::vector< unsigned > &rResetIndexes, const cfl::AssetModel &rModel)
cfl::Slice swap(unsigned iTime, const cfl::Data::Swap &rSwap, const cfl::InterestRateModel &rModel)
cfl::PathDependent histAverage(const std::vector< unsigned > &rResetIndexes, const cfl::AssetModel &rModel)
Problems for the course.
Definition: Examples.hpp:28
cfl::Slice couponBond(unsigned iTime, const cfl::Data::CashFlow &rBond, const cfl::InterestRateModel &rModel)
cfl::Slice rate(unsigned iTime, double dPeriod, const cfl::InterestRateModel &rModel)