Options: Calibration and Pricing

Usage

To compile either a specific example, contained the foder examples, or the main.cpp file, use the bash script compile.sh. If not already done, make the script executable by running the following command:

    chmod +x compile.sh

Then, to compile run the following command:

    ./compile.sh ./main.cpp 
    ./compile.sh ./examples/1-price_european_options.cpp

The executable is saved the folder bin, with the name option-calibration.