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

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Arash Partow
2020-01-01 00:00:00 +00:00
parent f32d2b4bbb
commit e67b22afd9
25 changed files with 3701 additions and 1792 deletions
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9
exprtk_simple_example_15.cpp
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@ -3,7 +3,7 @@
* C++ Mathematical Expression Toolkit Library *
* *
* Simple Example 15 *
* Author: Arash Partow (1999-2018) *
* Author: Arash Partow (1999-2020) *
* URL: http://www.partow.net/programming/exprtk/index.html *
* *
* Copyright notice: *
@ -18,6 +18,7 @@
#include <cstdio>
#include <string>
#include "exprtk.hpp"
@ -28,7 +29,7 @@ void black_scholes_merton_model()
typedef exprtk::expression<T> expression_t;
typedef exprtk::parser<T> parser_t;
std::string bsm_model_program =
const std::string bsm_model_program =
" var d1 := (log(s / x) + (r + v^2 / 2) * t) / (v * sqrt(t)); "
" var d2 := d1 - v * sqrt(t); "
" "
@ -70,7 +71,7 @@ void black_scholes_merton_model()
printf("BSM(%s,%5.3f,%5.3f,%5.3f,%5.3f,%5.3f) = %10.6f\n",
callput_flag.c_str(),
s,x,t,r,v,
s, x, t, r, v,
bsm);
}
@ -81,7 +82,7 @@ void black_scholes_merton_model()
printf("BSM(%s,%5.3f,%5.3f,%5.3f,%5.3f,%5.3f) = %10.6f\n",
callput_flag.c_str(),
s,x,t,r,v,
s, x, t, r, v,
bsm);
}
}