SAMPLE EXAM 3
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Problems for the course. More...
Functions | |
cfl::Function | volatilityLinearInterpOfVar (const std::vector< double > &rMaturities, const std::vector< double > &rVolatilities, double dInitialTime) |
cfl::MultiFunction | compoundCallAmericanPut (double dMaturity, double dCompoundCallStrike, double dPutStrike, const std::vector< double > &rExerciseTimes, cfl::AssetModel &rModel) |
cfl::MultiFunction | callableCappedFloater (const cfl::Data::CashFlow &rCap, double dLiborSpread, cfl::InterestRateModel &rModel) |
cfl::MultiFunction | indexAmortizingSwap (const cfl::Data::Swap &rSwap, double(*fAmortizing)(double), double dLowerThreshold, cfl::InterestRateModel &rModel) |
Problems for the course.