FINAL EXAM
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Final Exam for the course Financial Computing with C++. More...
#include "cfl/Data.hpp"
#include "cfl/AssetModel.hpp"
#include "cfl/InterestRateModel.hpp"
#include <numeric>
Go to the source code of this file.
Namespaces | |
prb | |
Problems for the course. | |
Functions | |
cfl::Function | prb::forwardFXFit (double dSpotFX, const std::vector< double > &rMaturities, const std::vector< double > &rDomesticDiscountFactors, const std::vector< double > &rForeignDiscountFactors, double dInitialTime) |
cfl::MultiFunction | prb::downAndRebateOrUpAndOut (double dNotional, double dLowerBarrier, double dUpperBarrier, const std::vector< double > &rLowerBarrierTimes, const std::vector< double > &rUpperBarrierTimes, cfl::AssetModel &rModel) |
cfl::MultiFunction | prb::capOnSwapRateArrears (const cfl::Data::CashFlow &rCap, double dSwapPeriod, unsigned iSwapPayments, cfl::InterestRateModel &rModel) |
cfl::MultiFunction | prb::deferredStartAverageRateSwap (const std::vector< double > &rResetTimes, double dStartTime, const cfl::Data::Swap &rSwap, cfl::InterestRateModel &rModel) |
Final Exam for the course Financial Computing with C++.