文件列表:

0all_cc_progs\fin_recipes.h (25741, 2005-10-21)
4examples_cc\fin_recipes.h (25741, 2005-10-21)
0all_cc_progs\normdist.h (536, 2005-10-21)
0all_cc_progs\term_structure_class.h (335, 2005-10-21)
0all_cc_progs\term_structure_class_flat.h (512, 2005-10-21)
0all_cc_progs\term_structure_class_interpolated.h (931, 2005-10-21)
4examples_cc\makefile (1093, 2005-08-30)
0all_cc_progs\makefile (4408, 2005-08-30)
4examples_cc\alternative_formulas_examples.cc (267, 2005-10-21)
0all_cc_progs\anal_price_am_call_div.cc (2235, 2005-10-21)
0all_cc_progs\approx_am_call.cc (2056, 2005-10-21)
0all_cc_progs\approx_am_put.cc (2075, 2005-10-21)
4examples_cc\approximations_examples.cc (282, 2005-10-21)
4examples_cc\average_and_lookback_options_examples.cc (523, 2005-10-21)
0all_cc_progs\bermudan_call_option.cc (2190, 2005-10-21)
0all_cc_progs\bermudan_put_option.cc (2136, 2005-10-21)
0all_cc_progs\bin_am_call.cc (1514, 2005-10-21)
0all_cc_progs\bin_am_call_payout.cc (1583, 2005-10-21)
0all_cc_progs\bin_am_delta_call.cc (1143, 2005-10-21)
0all_cc_progs\bin_am_delta_put.cc (1213, 2005-10-21)
0all_cc_progs\bin_am_div_call.cc (2203, 2005-10-21)
0all_cc_progs\bin_am_div_put.cc (2860, 2005-10-21)
0all_cc_progs\bin_am_partials_call.cc (2496, 2005-10-21)
0all_cc_progs\bin_am_partials_put.cc (2506, 2005-10-21)
0all_cc_progs\bin_am_prop_div_call.cc (2054, 2005-10-21)
0all_cc_progs\bin_am_prop_div_put.cc (2132, 2005-10-21)
0all_cc_progs\bin_am_put.cc (1461, 2005-10-21)
0all_cc_progs\bin_am_put_payout.cc (1545, 2005-10-21)
0all_cc_progs\bin_eur_call.cc (1387, 2005-10-21)
0all_cc_progs\bin_eur_call_ud.cc (1297, 2005-10-21)
0all_cc_progs\bin_eur_call_ud_one.cc (651, 2005-10-21)
0all_cc_progs\bin_eur_put.cc (1500, 2005-10-21)
4examples_cc\binomial_approximations_examples.cc (804, 2005-10-21)
4examples_cc\binomial_examples.cc (238, 2005-10-21)
4examples_cc\binomial_term_structure_models_examples.cc (340, 2005-10-21)
0all_cc_progs\binomial_tree_ud.cc (411, 2005-10-21)
0all_cc_progs\black_scholes_call.cc (644, 2005-10-21)
0all_cc_progs\black_scholes_call_div.cc (743, 2005-10-21)
0all_cc_progs\black_scholes_delta_call.cc (497, 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"

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