cpp-quant Code
Quantitative financial models implemented in Java
Status: Pre-Alpha
Brought to you by:
igorfisl
File | Date | Author | Commit |
---|---|---|---|
basic | 2012-09-24 |
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[9c5b56] Changed severity level in the test class and ex... |
license | 2012-09-24 |
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[df967d] Initial commit. |
readme.txt | 2012-09-24 |
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[df967d] Initial commit. |
################################################################################ # Copyright (c) 2012 Igor Fisl (igor dot fisl at gmail dot com) # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ################################################################################ readme file for the basic functionality of financial quantitative analysis library. The project in its current release contains implementation of binomial option pricing model and implementation of Newton method for finding roots of a function. As of now, the project contains only source code and no documentation. The implementation is dependent on stl string and container classes and on boost logging and locale libraries. Please note that class CFunction (and its derivatives) contained in the source code is for illustrative purposes and is not used in the binomial option pricing model and Newton method. Therefore the files Functions.h and Functions.cpp can be ignored. Those will be removed from the distribution in near future. For the time being, please ignore these files.