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C++ Mathematical Expression Library (ExprTk) http://www.partow.net/programming/exprtk/index.html

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This commit is contained in:
Arash Partow
2016-08-15 09:08:14 +10:00
parent 26ec96afbf
commit 79a3a265ec
5 changed files with 681 additions and 168 deletions
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6
exprtk_simple_example_15.cpp
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@ -32,9 +32,9 @@ void black_scholes_merton_model()
" var d1 := (log(s / x) + (r + v^2 / 2) * t) / (v * sqrt(t)); "
" var d2 := d1 - v * sqrt(t); "
" "
" if(callput_flag == 'call') "
" if (callput_flag == 'call') "
" s * ncdf(d1) - x * e^(-r * t) * ncdf(d2); "
" else if(callput_flag == 'put') "
" else if (callput_flag == 'put') "
" x * e^(-r * t) * ncdf(-d2) - s * ncdf(-d1); "
" ";
@ -66,6 +66,7 @@ void black_scholes_merton_model()
{
callput_flag = "call";
T bsm = expression.value();
printf("BSM(%s,%5.3f,%5.3f,%5.3f,%5.3f,%5.3f) = %10.6f\n",
@ -76,6 +77,7 @@ void black_scholes_merton_model()
{
callput_flag = "put";
T bsm = expression.value();
printf("BSM(%s,%5.3f,%5.3f,%5.3f,%5.3f,%5.3f) = %10.6f\n",