SAMPLE EXAM 1
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Exam for the course Financial Computing with C++. More...
Go to the source code of this file.
Namespaces | |
prb | |
Problems for the course. | |
Functions | |
cfl::Function | prb::forwardStockDividends (double dSpot, std::vector< double > &rFixedDividendsTimes, std::vector< double > &rFixedDividends, const cfl::Function &rDiscount, double dInitialTime) |
cfl::MultiFunction | prb::upRangeOutPut (double dUpperBarrier, unsigned iOutTimes, const std::vector< double > &rBarrierTimes, double dStrike, double dMaturity, cfl::AssetModel &rModel) |
cfl::MultiFunction | prb::futureOnCheapToDeliver (double dFutureMaturity, unsigned iFutureTimes, const std::vector< cfl::Data::CashFlow > &rBonds, cfl::InterestRateModel &rModel) |
cfl::MultiFunction | prb::clique (double dMaturity, const std::vector< double > &rAverageTimes, const std::vector< double > &rResetTimes, double dInitialStrike, cfl::AssetModel &rModel) |
Exam for the course Financial Computing with C++.