00001
00002
00003 #include <iostream>
00004 #include "binomial.h"
00005
00006 const char *binomial_option::_error_msg;
00007 int binomial_option::_erno;
00008
00009 #ifdef CHECK
00010 #undef CHECK
00011 #endif
00012 #ifdef linux
00013 #define CHECK(y,z,a) if (y) { _error_msg = __STRING(y)" at line "\
00014 __STRING(z)" in " a "::check_attributes"; \
00015 return (_erno = z);}
00016 #else
00017 #define CHECK(y,z,a) if (y) {_error_msg = #y" at line "\
00018 #z" in " #a"::check_attributes"; \
00019 return (_erno = z);}
00020 #endif
00021
00022 int binomial_option::check_attributes(
00023 double S,
00024 double K,
00025 double Tau,
00026 double Alpha,
00027 double R,
00028 double Sigma,
00029 int NumberIterations)
00030 {
00031 #define Funcname "binomial_option::check_attributes"
00032
00033 _error_msg = "";
00034 _erno = 0;
00035
00036 CHECK(S < 0, __LINE__, Funcname);
00037 CHECK(K < 0, __LINE__, Funcname);
00038 CHECK(Tau < 0, __LINE__, Funcname);
00039 CHECK(Alpha < 0, __LINE__, Funcname);
00040 CHECK(R < 0, __LINE__, Funcname);
00041 CHECK(Sigma < 0, __LINE__, Funcname);
00042
00043 return 0;
00044 }
