3 #ifndef __SampleExam1_hpp__ 4 #define __SampleExam1_hpp__ 84 double dStrike,
double dMaturity,
133 unsigned iFutureTimes,
177 double dInitialStrike,
183 #endif // of __SampleExam1_hpp__
cfl::MultiFunction clique(double dMaturity, const std::vector< double > &rAverageTimes, const std::vector< double > &rResetTimes, double dInitialStrike, cfl::AssetModel &rModel)
cfl::MultiFunction upRangeOutPut(double dUpperBarrier, unsigned iOutTimes, const std::vector< double > &rBarrierTimes, double dStrike, double dMaturity, cfl::AssetModel &rModel)
Problems for the course.
Definition: SampleExam1.hpp:21
cfl::Function forwardStockDividends(double dSpot, std::vector< double > &rFixedDividendsTimes, std::vector< double > &rFixedDividends, const cfl::Function &rDiscount, double dInitialTime)
cfl::MultiFunction futureOnCheapToDeliver(double dFutureMaturity, unsigned iFutureTimes, const std::vector< cfl::Data::CashFlow > &rBonds, cfl::InterestRateModel &rModel)