test.allopt.cpp File Reference

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Detailed Description

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.

Definition in file test.allopt.cpp.

#include <iostream>
#include <iomanip>
#include "binomial.h"
#include "american_option_approximation.h"
#include "americanfudge.h"
#include "simpleoption.h"

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Defines
#define	ALPHA   0.05
#define	R   0.05
Functions
int	main ()

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