|
Function | assetShape (double dLambda, double dInitialTime) |
|
Function | bondShape (double dLambda, double dInitialTime) |
|
Function | discount (double dYield, double dInitialTime) |
|
Function | discount (const Function &rYield, double dInitialTime) |
|
Function | forward (double dSpot, double dCostOfCarry, double dInitialTime) |
|
Function | forward (double dSpot, const Function &rCostOfCarry, double dInitialTime) |
|
Function | forward (double dSpot, double dDividendYield, const Function &rDiscount, double dInitialTime) |
|
Function | volatility (double dSigma, double dLambda, double dInitialTime) |
|
This namespace contains useful functions and classes that facilitate specifications of input data such as volatility, forward and discount curves and parameters of financial derivatives.