Exercise 7.2

This forum is to discuss the book "C++ design patterns and derivatives pricing."

Exercise 7.2

Postby pzling » Tue Feb 28, 2012 7:30 am


Could I clarify if the rebate paid is intended to be a proportion of the premium paid or a fixed amount?

If it's a proportion of the premium paid, how should this be approached? Can it be done within the one class for the knock-out option?
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Re: Exercise 7.2

Postby mj » Wed Feb 29, 2012 10:53 pm

it's generally a fixed amount
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