The project contains classes for implementation of binomial option pricing model and Newton method for finding roots of a function in C++.

You are welcome to browse and download the source code.

Project Activity

See All Activity >

Categories

Libraries

License

Apache License V2.0

Follow cpp-quant

cpp-quant Web Site

Other Useful Business Software
Custom VMs From 1 to 96 vCPUs With 99.95% Uptime Icon
Custom VMs From 1 to 96 vCPUs With 99.95% Uptime

General-purpose, compute-optimized, or GPU/TPU-accelerated. Built to your exact specs.

Live migration and automatic failover keep workloads online through maintenance. One free e2-micro VM every month.
Try Free
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of cpp-quant!

Additional Project Details

Operating Systems

Windows

Intended Audience

Financial and Insurance Industry

Programming Language

C++

Related Categories

C++ Libraries

Registered

2012-09-24