128 double dSwapPeriod,
unsigned iSwapPayments,
169 #endif // of __Exam_hpp__
cfl::MultiFunction downAndRebateOrUpAndOut(double dNotional, double dLowerBarrier, double dUpperBarrier, const std::vector< double > &rLowerBarrierTimes, const std::vector< double > &rUpperBarrierTimes, cfl::AssetModel &rModel)
cfl::MultiFunction deferredStartAverageRateSwap(const std::vector< double > &rResetTimes, double dStartTime, const cfl::Data::Swap &rSwap, cfl::InterestRateModel &rModel)
Problems for the course.
Definition: Exam.hpp:21
cfl::Function forwardFXFit(double dSpotFX, const std::vector< double > &rMaturities, const std::vector< double > &rDomesticDiscountFactors, const std::vector< double > &rForeignDiscountFactors, double dInitialTime)
cfl::MultiFunction capOnSwapRateArrears(const cfl::Data::CashFlow &rCap, double dSwapPeriod, unsigned iSwapPayments, cfl::InterestRateModel &rModel)