public_options File List

Here is a list of all documented files with brief descriptions:

american_option_approximation.cpp [code]
american_option_approximation.h [code]
americanfudge.cpp [code]
americanfudge.h [code]
binomial.cpp [code]	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
binomial.h [code]
Bisection.cpp [code]	This is a demonstration of how to use Secant.h This test the algorithm in 2 situations: 1) with no boudaries and a well defined solution 2) with boundaries, and a boundary solution
Bisection.h [code]	This file contains the bisection algorithm and the bisection_secant algorithm
CBOTAGexpiration.cpp [code]
CBOTdata.cpp [code]
ccyymmdd.cpp [code]
corn.cpp [code]	This file does sample option calculations on real data from CBOT corn options
GridSearch.cpp [code]	This is a demonstration of how to use Secant.h This test the algorithm in 2 situations: 1) with no boudaries and a well defined solution 2) with boundaries, and a boundary solution
GridSearch.h [code]
NewtonRaphson.cpp [code]	This is a demonstration of how to use NewtonRaphson.h This test the algorithm in 3 situations: 1) calculating df at bouth points, to find the average df, for each iteration, with no boundaries 2) calculating d2f to get second order approximation at each iteration, with no boundaries 3) calculating d2f to get second order approximation at each iteration, and a boundary solution
NewtonRaphson.h [code]	This is an encapsulation of the one dimensional NewtonRaphson iteration algorithm. It allows for calculating df twice at each iteration, or d2f, to increase the spead of convergance. It also can be used in situations with boundaries. The orignal source cand be viewed or downloaded here
optionpair.cpp [code]	This file contains the non trivial member functions for class option_pair
optionpair.h [code]
rote_american_option_approximation.cpp [code]
rote_americanfudge.cpp [code]
rote_binomial.cpp [code]	This file contains the rote member functions of class binomial_option
rote_simpleoption.cpp [code]
Secant.cpp [code]	This is a demonstration of how to use Secant.h description: this test the algorithm in 2 situations: 1) with no boudaries and a well defined solution 2) with boundaries, and a boundary solution
Secant.h [code]
simpleoption.cpp [code]
simpleoption.h [code]
stable_quick_sort.h [code]	This header files contains the defintion of the template function stable_quick_sort
test.allopt.cpp [code]	This program checks the valuations of the four different methods of calculating option prices. The macros ALPHA and R are for the parameters alpha and r. In the case where alpha = r = 0, all methods should give the same answer
test.allvol.cpp [code]	This program checks the implied volatility calculation for these valuation models:
test.timefuncs.cpp [code]	This file test the functions in NewDateTime.h
test_quick_sort.cpp [code]	This file is used to test the stable quick sort algorithm defined in stable_quick_sort.h

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