3 #ifndef __SampleExam2_hpp__ 4 #define __SampleExam2_hpp__ 52 double dPeriod,
double dInitialTime);
128 double dResetCouponRate,
129 double dRedemptionPrice,
166 #endif // of __SampleExam2_hpp__
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)
Problems for the course.
Definition: SampleExam2.hpp:21
cfl::MultiFunction resetCap(const cfl::Data::CashFlow &rCap, double dSpread, const std::vector< double > &rResetTimes, cfl::InterestRateModel &rModel)