CFL EXAMPLES
Namespaces | Functions
ExamplesFunctions.hpp File Reference

Auxiliary functions for the project Examples. More...

#include "cfl/AssetModel.hpp"
#include "cfl/InterestRateModel.hpp"
#include "cfl/Data.hpp"
Include dependency graph for ExamplesFunctions.hpp:

Go to the source code of this file.

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)
 

Detailed Description

Auxiliary functions for the project Examples.

Author
Dmitry Kramkov
Date
2000-2006

This file contains auxiliary functions and classes used in the project Examples.