SAMPLE EXAM 3
Functions
prb Namespace Reference

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)
 

Detailed Description

Problems for the course.