CFL
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Useful data structures. More...
Go to the source code of this file.
Classes | |
class | cfl::Data::CashFlow |
Cash flow at fixed rate over regular time intervals. More... | |
class | cfl::Data::Swap |
Interest rate swap. More... | |
Namespaces | |
cfl | |
Main namespace for cfl library. | |
cfl::Data | |
Data structures. | |
Functions | |
Function | cfl::Data::assetShape (double dLambda, double dInitialTime) |
Function | cfl::Data::bondShape (double dLambda, double dInitialTime) |
Function | cfl::Data::discount (double dYield, double dInitialTime) |
Function | cfl::Data::discount (const Function &rYield, double dInitialTime) |
Function | cfl::Data::forward (double dSpot, double dCostOfCarry, double dInitialTime) |
Function | cfl::Data::forward (double dSpot, const Function &rCostOfCarry, double dInitialTime) |
Function | cfl::Data::forward (double dSpot, double dDividendYield, const Function &rDiscount, double dInitialTime) |
Function | cfl::Data::volatility (double dSigma, double dLambda, double dInitialTime) |
This file contains useful functions and classes that facilitate specifications of input data such as volatility, forward and discount curves and parameters of financial derivatives.