corn.cpp File Reference

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Detailed Description

This file does sample option calculations on real data from CBOT corn options.

Definition in file corn.cpp.

#include <iostream>
#include <iomanip>
#include <string>
#include <stdlib.h>
#include "binomial_greeks_option.h"
#include "NewDateTime.h"
#include "simpleoption.h"

Include dependency graph for corn.cpp:

Go to the source code of this file.

Classes
struct	cbot_pair
Functions
int	main ()
Variables
cbot_pair	call_pairs []
cbot_pair	put_pairs []

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Variable Documentation

cbot_pair call_pairs[]

Initial value:

 {
  

  { "320'0", "104'2"},
  { "330'0", "94'7"},
  { "340'0", "85'6"},
  { "350'0", "76'6"},
  { "360'0", "68'6"},
  { "370'0", "61'5"},
  { "380'0", "54'6"},
  { "390'0", "49'0"},
  { "400'0", "43'5"},
  { "410'0", "39'2"},
  { "420'0", "35'4"},
  { "430'0", "32'0"},
  { "440'0", "29'0"},
  { "450'0", "26'2"},
  { "460'0", "23'4"},
  { "470'0", "21'0"},
  { "480'0", "18'4"},
  { "490'0", "16'0"},
  { "500'0", "14'1"},
  { "520'0", "10'6"},
  { "540'0", "8'3"},
  { "560'0", "6'6"},
  { "580'0", "5'6"},
  { "600'0", "5'2"}
}

Definition at line 60 of file corn.cpp.

Referenced by main().

cbot_pair put_pairs[]

Initial value:

 { 
  { "300'0", "0'4"},
  { "310'0", "0'7"},
  { "320'0", "1'2"},
  { "330'0", "1'6"},
  { "340'0", "2'7"},
  { "350'0", "4'0"},
  { "360'0", "5'4"},
  { "370'0", "8'2"},
  { "380'0", "11'3"},
  { "390'0", "15'3"},
  { "400'0", "20'0"},
  { "410'0", "25'5"},
  { "420'0", "31'4"},
  { "430'0", "37'7"},
  { "440'0", "44'6"},
  { "450'0", "51'6"}
}

Definition at line 90 of file corn.cpp.

Referenced by main().

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