SAMPLE EXAM 1
Namespaces | Functions
SampleExam1.hpp File Reference

Exam for the course Financial Computing with C++. More...

#include "cfl/Data.hpp"
#include "cfl/AssetModel.hpp"
#include "cfl/InterestRateModel.hpp"
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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)
 

Detailed Description

Exam for the course Financial Computing with C++.

Author
Dmitry Kramkov
Date
2000-2006