3 #ifndef __SampleExam3_hpp__ 4 #define __SampleExam3_hpp__ 86 double dCompoundCallStrike,
162 double (*fAmortizing)(
double),
163 double dLowerThreshold,
169 #endif // of __SampleExam3_hpp__
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.
Definition: SampleExam3.hpp:21
cfl::Function volatilityLinearInterpOfVar(const std::vector< double > &rMaturities, const std::vector< double > &rVolatilities, double dInitialTime)