ch 4 ex 4.3 piecewise parameter class

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

ch 4 ex 4.3 piecewise parameter class

Postby hopeless » Sun Aug 18, 2013 2:28 pm

hi, first post here.

can anyone give me a starting clue about how to implement a piecewise constant parameters class.

do i use a vector for the vol ?

thanks in advance.
hopeless
 
Posts: 1
Joined: Sun Aug 18, 2013 2:18 pm

Return to C++ design patterns and derivatives pricing

Who is online

Users browsing this forum: No registered users and 1 guest