Homework 8
This homework involves bootstrapping piecewise constant forward curves.
Write functions implementing forward rate agreements in the file fms_instrument_fra.h
and interest rate swaps in the file fms_instrument_swap.h. Use fms_instrument_cd.h as a template.
Add tests for these in fms_instrument.t.cpp.
Write Excel add-ins for these in xll_instrument.cpp including documentation.
Create documentation by starting the xll_bootstrap.xll add-in and running (Alt-F8) the macro MAKE.SHFB.
Move xll_bootstrap.chm to the hw8 folder and add that to git.
Add calls for the add-ins you wrote to the hw8.xlsx spreadsheet in the hw8 folder.
Implement PWFLAT.FORWARD.SPOT and PWFLAT.FORWARD.DISCOUNT in xll_pwflat.cpp based on PWFLAT.FORWARD.VALUE