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
Cut Data Warehouse Costs by 54% Icon
Cut Data Warehouse Costs by 54%

Easily migrate from Snowflake, Redshift, or Databricks with free tools.

BigQuery delivers 54% lower TCO with exabyte scale and flexible pricing. Free migration tools handle the SQL translation automatically.
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