finacial numerical recipes
所属分类:数值算法/人工智能
开发工具:C++
文件大小:931KB
下载次数:28
上传日期:2005-11-12 10:50:19
上 传 者:
品启
说明: 财经类数值算法(finacial numerical recipes),压缩包内有pdf文件和c++源码
(Financial category numerical algorithm (Financial numerical recipes), compressed within a pdf file and c-source)
文件列表:
all_cc_progs\anal_price_am_call_div.cc (2235, 2005-10-21)
all_cc_progs\approx_am_call.cc (2056, 2005-10-21)
all_cc_progs\approx_am_put.cc (2075, 2005-10-21)
all_cc_progs\bermudan_call_option.cc (2190, 2005-10-21)
all_cc_progs\bermudan_put_option.cc (2136, 2005-10-21)
all_cc_progs\binomial_tree_ud.cc (411, 2005-10-21)
all_cc_progs\bin_am_call.cc (1514, 2005-10-21)
all_cc_progs\bin_am_call_payout.cc (1583, 2005-10-21)
all_cc_progs\bin_am_delta_call.cc (1143, 2005-10-21)
all_cc_progs\bin_am_delta_put.cc (1213, 2005-10-21)
all_cc_progs\bin_am_div_call.cc (2203, 2005-10-21)
all_cc_progs\bin_am_div_put.cc (2860, 2005-10-21)
all_cc_progs\bin_am_partials_call.cc (2496, 2005-10-21)
all_cc_progs\bin_am_partials_put.cc (2506, 2005-10-21)
all_cc_progs\bin_am_prop_div_call.cc (2054, 2005-10-21)
all_cc_progs\bin_am_prop_div_put.cc (2132, 2005-10-21)
all_cc_progs\bin_am_put.cc (1461, 2005-10-21)
all_cc_progs\bin_am_put_payout.cc (1545, 2005-10-21)
all_cc_progs\bin_eur_call.cc (1387, 2005-10-21)
all_cc_progs\bin_eur_call_ud.cc (1297, 2005-10-21)
all_cc_progs\bin_eur_call_ud_one.cc (651, 2005-10-21)
all_cc_progs\bin_eur_put.cc (1500, 2005-10-21)
all_cc_progs\black_scholes_call.cc (644, 2005-10-21)
all_cc_progs\black_scholes_call_div.cc (743, 2005-10-21)
all_cc_progs\black_scholes_delta_call.cc (497, 2005-10-21)
all_cc_progs\black_scholes_delta_put.cc (448, 2005-10-21)
all_cc_progs\black_scholes_imp_vol_bisect.cc (1569, 2005-10-21)
all_cc_progs\black_scholes_imp_vol_newt.cc (1014, 2005-10-21)
all_cc_progs\black_scholes_partials_call.cc (939, 2005-10-21)
all_cc_progs\black_scholes_partials_put.cc (884, 2005-10-21)
all_cc_progs\black_scholes_price_payout_call.cc (740, 2005-10-21)
all_cc_progs\black_scholes_price_payout_put.cc (866, 2005-10-21)
all_cc_progs\black_scholes_put.cc (604, 2005-10-21)
all_cc_progs\black_scholes_put_div.cc (842, 2005-10-21)
all_cc_progs\bondopt_call_binom_am.cc (1488, 2005-10-21)
all_cc_progs\bondopt_call_bs.cc (434, 2005-10-21)
all_cc_progs\bondopt_call_coupon_bs.cc (681, 2005-10-21)
all_cc_progs\bondopt_call_rend_bart.cc (1590, 2005-10-21)
all_cc_progs\bondopt_call_vasicek.cc (1110, 2005-10-21)
all_cc_progs\bondopt_put_binom_am.cc (1482, 2005-10-21)
... ...
Zip file with code for the manuscript
"Financial Numerical Recipes in C++"
The code is in the two subdirectories:
all_cc_progs/: Code to create library
examples_cc/: Examples of library use, the same examples that are contained in the manuscript
The subdirectory "all_cc_progs/" contains the source codes for
the routines, with a makefile that will compile all the c++ files
and put them into the library "librecipes.a" To make, cd into the
directory and do "make lib"
The resulting library, contained in "librecipes.a",
need to be copied into the "examples_cc" directory.
After that, run the examples by cd'ing to that directory and do
"make run"
近期下载者:
相关文件:
收藏者: