afoster28 / opt_portfolio_variance

Option portfolio variance in CPP
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Refine input #6

Closed afoster28 closed 8 months ago

afoster28 commented 8 months ago
secoman commented 8 months ago

This version will allow users to input option parameters in the format optType, dir, K, T, Q and use default values for the Spot Price (S), Risk-free Interest Rate (r), and Volatility (sigma)

In this program:

Here goes the code:

WithInput.txt

secoman commented 8 months ago

Revised_1(C++).txt

Here is the revised version.

image

It should look like this.

secoman commented 8 months ago

image Revised_2(C++).txt

We should enter the parameters with space after the comma. For example: C, L, 4800, 60, 10