CFL EXAMPLES
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Auxiliary functions for the project Examples. More...
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Namespaces | |
prb | |
Problems for the course. | |
Functions | |
cfl::Slice | prb::couponBond (unsigned iTime, const cfl::Data::CashFlow &rBond, const cfl::InterestRateModel &rModel) |
cfl::PathDependent | prb::indUpDownOut (double dLowerBarrier, double dUpperBarrier, const std::vector< unsigned > &rResetIndexes, const cfl::AssetModel &rModel) |
cfl::PathDependent | prb::histAverage (const std::vector< unsigned > &rResetIndexes, const cfl::AssetModel &rModel) |
cfl::Slice | prb::rate (unsigned iTime, double dPeriod, const cfl::InterestRateModel &rModel) |
cfl::PathDependent | prb::savingsAccountNextTime (double dPeriod, double dNotional, const std::vector< unsigned > &rResetIndexes, const cfl::InterestRateModel &rModel) |
cfl::Slice | prb::swap (unsigned iTime, const cfl::Data::Swap &rSwap, const cfl::InterestRateModel &rModel) |
Auxiliary functions for the project Examples.
This file contains auxiliary functions and classes used in the project Examples.