binomial.cpp File Reference

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Detailed Description

This file contains the non trivial member functions of class binomial_option. Almost all of the functions are virtual, so that child classes can implement similar algorithms.

Definition in file binomial.cpp.

#include "americanfudge.h"
#include "american_option_approximation.h"
#include "binomial.h"
#include "Bisection.h"

Include dependency graph for binomial.cpp:

Go to the source code of this file.

Defines
#define	CHECK(y, z, a)
#define	Funcname   "binomial_option::check_attributes"

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Define Documentation

#define CHECK	(	y,
		z,
		a		)

Value:

if (y) {_error_msg = #y" at line "\
  #z" in " #a"::check_attributes"; \
  return (_erno = z);}

Definition at line 231 of file binomial.cpp.

Referenced by european_option_pair::check_attributes(), binomial_option::check_attributes(), american_option_fudge::check_attributes(), american_option_approximation::check_attributes(), option_pair::strictly_check_attributes(), and binomial_option::strictly_check_attributes().

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