SAMPLE EXAM 1
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Problems for the course. More...
Functions | |
cfl::Function | forwardStockDividends (double dSpot, std::vector< double > &rFixedDividendsTimes, std::vector< double > &rFixedDividends, const cfl::Function &rDiscount, double dInitialTime) |
cfl::MultiFunction | upRangeOutPut (double dUpperBarrier, unsigned iOutTimes, const std::vector< double > &rBarrierTimes, double dStrike, double dMaturity, cfl::AssetModel &rModel) |
cfl::MultiFunction | futureOnCheapToDeliver (double dFutureMaturity, unsigned iFutureTimes, const std::vector< cfl::Data::CashFlow > &rBonds, cfl::InterestRateModel &rModel) |
cfl::MultiFunction | clique (double dMaturity, const std::vector< double > &rAverageTimes, const std::vector< double > &rResetTimes, double dInitialStrike, cfl::AssetModel &rModel) |
Problems for the course.