3 #ifndef __cflData_hpp__ 4 #define __cflData_hpp__ 101 Function forward(
double dSpot,
double dCostOfCarry,
double dInitialTime);
116 double dInitialTime);
133 const Function & rDiscount,
double dInitialTime);
215 Swap(
const CashFlow & rCashFlow,
bool bPayFloat =
true);
229 #include "cfl/Inline/iData.hpp" 230 #endif // of __cflData_hpp__ Function bondShape(double dLambda, double dInitialTime)
Interest rate swap.
Definition: Data.hpp:198
bool payFloat
Definition: Data.hpp:222
Swap()
Definition: Data.hpp:204
Cash flow at fixed rate over regular time intervals.
Definition: Data.hpp:166
Concrete class for a one-dimensional function.
Definition: Function.hpp:78
double rate
Definition: Data.hpp:177
Function assetShape(double dLambda, double dInitialTime)
Function volatility(double dSigma, double dLambda, double dInitialTime)
Function forward(double dSpot, double dCostOfCarry, double dInitialTime)
double notional
Definition: Data.hpp:172
unsigned numberOfPayments
Definition: Data.hpp:187
double period
Definition: Data.hpp:182
Main namespace for cfl library.
Definition: Approx.hpp:22
Function discount(double dYield, double dInitialTime)
One-dimensional function object in cfl library.