SAMPLE EXAM 2
Functions
prb Namespace Reference

Problems for the course. More...

Functions

cfl::Function discountSwapLogLinearInterp (const std::vector< double > &rSwapRates, double dPeriod, double dInitialTime)
 
cfl::MultiFunction boost (double dNotional, double dLowerBarrier, double dUpperBarrier, const std::vector< double > &rBarrierTimes, cfl::AssetModel &rModel)
 
cfl::MultiFunction resetCouponPutBond (const cfl::Data::CashFlow &rBond, double dResetCouponRate, double dRedemptionPrice, cfl::InterestRateModel &rModel)
 
cfl::MultiFunction resetCap (const cfl::Data::CashFlow &rCap, double dSpread, const std::vector< double > &rResetTimes, cfl::InterestRateModel &rModel)
 

Detailed Description

Problems for the course.