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Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball
The CppSP word is short for C plus plus server pages. It is designed to effective web service and make it easy and fast to develop your own cgi projects.
Using the CSP, you can write your C and C++ codes combined whith your html tags.