SAMPLE EXAM 2
Namespaces | Functions
SampleExam2.hpp File Reference

Exam for the course Financial Computing with C++. More...

#include "cfl/Data.hpp"
#include "cfl/AssetModel.hpp"
#include "cfl/InterestRateModel.hpp"
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Go to the source code of this file.

Namespaces

 prb
 Problems for the course.
 

Functions

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

Detailed Description

Exam for the course Financial Computing with C++.

Author
Dmitry Kramkov
Date
2000-2006