文件列表:

gauss-option\bugs.txt (465, 2008-11-02)
gauss-option\dlib\option_faure.dll (14336, 1999-12-09)
gauss-option\dlib\option_quad.dll (16384, 1999-12-10)
gauss-option\dlib\option_sobol.dll (11264, 2002-03-01)
gauss-option\dlib\option_tridiag.dll (11264, 1999-05-11)
gauss-option\lib\OPTION.LCG (27326, 2008-09-12)
gauss-option\option\examples\bates91.prg (2300, 2008-09-12)
gauss-option\option\examples\baw87.prg (2355, 2008-09-12)
gauss-option\option\examples\binary1.prg (655, 2008-09-12)
gauss-option\option\examples\binary2.prg (619, 2008-09-12)
gauss-option\option\examples\binary3.prg (1375, 2008-09-12)
gauss-option\option\examples\binary4.prg (1177, 2008-09-12)
gauss-option\option\examples\binary5.prg (1532, 2008-09-12)
gauss-option\option\examples\binary6.prg (1047, 2008-09-12)
gauss-option\option\examples\Binary7.prg (1751, 2008-09-12)
gauss-option\option\examples\Binary8.prg (790, 2008-09-12)
gauss-option\option\examples\bs1.prg (516, 2008-09-12)
gauss-option\option\examples\bs2.prg (482, 2008-09-10)
gauss-option\option\examples\call_put_Basket_Spread_option.prg (1600, 2008-07-24)
gauss-option\option\examples\call_put_BestOf_call_asian_option.prg (1193, 2008-07-24)
gauss-option\option\examples\call_put_BestOf_Call_Put_option.prg (1583, 2008-07-24)
gauss-option\option\examples\call_put_Himalaya_option.prg (2701, 2008-07-24)
gauss-option\option\examples\call_put_Rainbow_option.prg (2118, 2008-07-23)
gauss-option\option\examples\call_put_WorstOf_Call_Put_option.prg (1591, 2008-07-24)
gauss-option\option\examples\ccl1.prg (1012, 2008-09-02)
gauss-option\option\examples\ccl2.prg (875, 2008-07-18)
gauss-option\option\examples\crr1.prg (343, 2008-09-10)
gauss-option\option\examples\crr2.prg (314, 2008-09-10)
gauss-option\option\examples\crr3.prg (875, 2008-09-10)
gauss-option\option\examples\crr4.prg (919, 2008-09-10)
gauss-option\option\examples\crr5.prg (457, 2008-09-11)
gauss-option\option\examples\dupire1.prg (2999, 2008-09-12)
gauss-option\option\examples\dupire10.prg (672, 2008-09-12)
gauss-option\option\examples\dupire11.prg (1822, 2008-09-12)
gauss-option\option\examples\dupire12.prg (852, 2008-09-12)
gauss-option\option\examples\dupire13.prg (1710, 2008-09-12)
gauss-option\option\examples\dupire2.prg (4211, 2008-09-12)
gauss-option\option\examples\dupire3.prg (4099, 2008-09-12)
gauss-option\option\examples\dupire4.prg (3903, 2008-09-12)
gauss-option\option\examples\dupire5.prg (1789, 2008-09-12)
... ...

Installation =================================================== 1. Unzip the file option.zip. 2. You also obtain the following directory structure: nnet |----> readme.txt (this file) |----> dlib |----> lib |----> option |----> Examples |----> src |----> src 3. Copy the set of directories and files directly into the root of your Gauss directory (for example, if your Gauss root is d:\gauss60, you may obtain d:\gauss60\readme.txt, d:\gauss60\option, d:\gauss60\option\src, etc.) 4. If your root of Gauss is d:\gauss60, the installation is finished, otherwise you have to modify the paths of the nnet library using notepad or the Lib Tool. For example, the \lib\option.lcg is: ------------------------------------ d:\gauss60\option\src\option.dec _option_type : string : 8 _option_tol : matrix : 9 _option_NumIters : matrix : 10 etc... d:\gauss60\option\src\option_bs.src EuropeanPayOff : proc : 30 EuropeanBS : proc : 66 _EuropeanBS : proc : 88 etc... d:\gauss60\option\src\option_tools.src _option_bisection : proc : 14 etc... d:\gauss60\option\src\option_ccl.src EuropeanCCL : proc : 33 _EuropeanCCL : proc : 56 etc... d:\gauss60\option\src\option_merton.src EuropeanMerton : proc : 37 _EuropeanMerton : proc : 67 etc... If your root of Gauss is c:\gauss, you may modify the gWizard.lcg file as follows: ---------------------------------------------------------------------------------- c:\gauss\option\src\option.dec _option_type : string : 8 _option_tol : matrix : 9 _option_NumIters : matrix : 10 etc... c:\gauss\option\src\option_bs.src EuropeanPayOff : proc : 30 EuropeanBS : proc : 66 _EuropeanBS : proc : 88 etc... c:\gauss\option\src\option_tools.src _option_bisection : proc : 14 etc... c:\gauss\option\src\option_ccl.src EuropeanCCL : proc : 33 _EuropeanCCL : proc : 56 etc... c:\gauss\option\src\option_merton.src EuropeanMerton : proc : 37 _EuropeanMerton : proc : 67 etc... The only difference is d:\gauss60 which is replaced by c:\gauss60. ------------------------------------------------------------------

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