Description: C++ financial source, a variety of derivatives pricing, including header files, cpp files, etc.
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File list (Check if you may need any files):
code\include\AntiThetic.h
....\.......\Arrays.h
....\.......\BinomialTree.h
....\.......\Bisection.h
....\.......\BlackScholesFormulas.h
....\.......\BSCallClass.h
....\.......\BSCallTwo.h
....\.......\ConvergenceTable.h
....\.......\DoubleDigital.h
....\.......\DoubleDigital2.h
....\.......\ExoticBSEngine.h
....\.......\ExoticEngine.h
....\.......\MCStatistics.h
....\.......\minmax.h
....\.......\NewtonRaphson.h
....\.......\Normals.h
....\.......\Parameters.h
....\.......\ParkMiller.h
....\.......\PathDependent.h
....\.......\PathDependentAsian.h
....\.......\PayOff1.h
....\.......\PayOff2.h
....\.......\PayOff3.h
....\.......\PayOffBridge.h
....\.......\PayOffConstructible.h
....\.......\PayOffFactory.h
....\.......\PayOffForward.h
....\.......\Random1.h
....\.......\Random2.h
....\.......\Random3.h
....\.......\SimpleMC.h
....\.......\SimpleMC2.h
....\.......\SimpleMC3.h
....\.......\SimpleMC4.h
....\.......\SimpleMC5.h
....\.......\SimpleMC6.h
....\.......\SimpleMC7.h
....\.......\SimpleMC8.h
....\.......\TreeAmerican.h
....\.......\TreeEuropean.h
....\.......\TreeProducts.h
....\.......\Vanilla1.h
....\.......\Vanilla2.h
....\.......\Vanilla3.h
....\.......\wrapper.h
....\mains\EquityFXMain.cpp
....\.....\PayFactoryMain.cpp
....\.....\RandomMain1.cpp
....\.....\RandomMain2.cpp
....\.....\RandomMain3.cpp
....\.....\SimpleMCMain1.cpp
....\.....\SimpleMCMain2.cpp
....\.....\SimpleMCMain3.cpp
....\.....\SimpleMCMain4.cpp
....\.....\SimpleMCMain5.cpp
....\.....\SolveMain1.cpp
....\.....\SolveMain2.cpp
....\.....\StatsMain1.cpp
....\.....\StatsMain2.cpp
....\.....\TreeMain.cpp
....\.....\VanillaMain1.cpp
....\.....\VanillaMain2.cpp
....\.....\VanillaMain3.cpp
....\.....\VanillaMain4.cpp
....\source\AntiThetic.cpp
....\......\Arrays.cpp
....\......\BinomialTree.cpp
....\......\BlackScholesFormulas.cpp
....\......\BSCallClass.cpp
....\......\BSCallTwo.cpp
....\......\ConvergenceTable.cpp
....\......\DoubleDigital.cpp
....\......\DoubleDigital2.cpp
....\......\ExoticBSEngine.cpp
....\......\ExoticEngine.cpp
....\......\MCStatistics.cpp
....\......\Normals.cpp
....\......\Parameters.cpp
....\......\ParkMiller.cpp
....\......\PathDependent.cpp
....\......\PathDependentAsian.cpp
....\......\PayOff1.cpp
....\......\PayOff2.cpp
....\......\PayOff3.cpp
....\......\PayOffBridge.cpp
....\......\PayOffFactory.cpp
....\......\PayOffForward.cpp
....\......\PayOffRegistration.cpp
....\......\Random1.cpp
....\......\Random2.cpp
....\......\Random3.cpp
....\......\SimpleMC.cpp
....\......\SimpleMC2.cpp
....\......\SimpleMC3.cpp
....\......\SimpleMC4.cpp
....\......\SimpleMC5.cpp
....\......\SimpleMC6.cpp
....\......\SimpleMC7.cpp
....\......\SimpleMC8.cpp
....\......\TreeAmerican.cpp