SAMPLE EXAM 2
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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::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) |
Exam for the course Financial Computing with C++.