SAMPLE EXAM 2
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Problems for the course. More...
Functions | |
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) |
cfl::MultiFunction | resetCap (const cfl::Data::CashFlow &rCap, double dSpread, const std::vector< double > &rResetTimes, cfl::InterestRateModel &rModel) |
Problems for the course.