FINAL EXAM
Functions
prb Namespace Reference

Problems for the course. More...

Functions

cfl::Function forwardFXFit (double dSpotFX, const std::vector< double > &rMaturities, const std::vector< double > &rDomesticDiscountFactors, const std::vector< double > &rForeignDiscountFactors, double dInitialTime)
 
cfl::MultiFunction downAndRebateOrUpAndOut (double dNotional, double dLowerBarrier, double dUpperBarrier, const std::vector< double > &rLowerBarrierTimes, const std::vector< double > &rUpperBarrierTimes, cfl::AssetModel &rModel)
 
cfl::MultiFunction capOnSwapRateArrears (const cfl::Data::CashFlow &rCap, double dSwapPeriod, unsigned iSwapPayments, cfl::InterestRateModel &rModel)
 
cfl::MultiFunction deferredStartAverageRateSwap (const std::vector< double > &rResetTimes, double dStartTime, const cfl::Data::Swap &rSwap, cfl::InterestRateModel &rModel)
 

Detailed Description

Problems for the course.