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所在主题： [下载]C++金融程序 -- 金融交易员和计量学者的高级工具
文件名: 22659.zip
本附件包括： makefile readme anal_price_am_call_div.cc approx_am_call.cc approx_am_put.cc bermudan_call_option.cc bermudan_put_option.cc bin_am_call.cc bin_am_call_payout.cc bin_am_delta_call.cc bin_am_delta_put.cc bin_am_div_call.cc bin_am_div_put.cc bin_am_partials_call.cc bin_am_partials_put.cc bin_am_prop_div_call.cc bin_am_prop_div_put.cc bin_am_put.cc bin_am_put_payout.cc bin_eur_call.cc bin_eur_call_ud.cc bin_eur_call_ud_one.cc bin_eur_put.cc binomial_tree_ud.cc black_scholes_call.cc black_scholes_call_div.cc black_scholes_delta_call.cc black_scholes_delta_put.cc black_scholes_imp_vol_bisect.cc black_scholes_imp_vol_newt.cc black_scholes_partials_call.cc black_scholes_partials_put.cc black_scholes_price_payout_call.cc black_scholes_price_payout_put.cc black_scholes_put.cc black_scholes_put_div.cc bondopt_call_binom_am.cc bondopt_call_bs.cc bondopt_call_coupon_bs.cc bondopt_call_coupon_rend_bart.cc bondopt_call_rend_bart.cc bondopt_call_vasicek.cc bondopt_put_binom_am.cc bondopt_put_bs.cc bondopt_put_coupon_bs.cc bondopt_put_vasicek.cc bonds_convexity.cc bonds_duration.cc bonds_duration_macaulay.cc bonds_duration_modified.cc bonds_duration_modified_termstru.cc bonds_duration_termstru.cc bonds_price_both.cc bonds_price.cc bonds_price_discrete.cc bonds_price_termstru.cc bonds_yield.cc cflow_irr.cc cflow_irr_test_unique.cc cflow_pv.cc cflow_pv_discrete.cc cum_normal_bivariate.cc cum_normal.cc currency_opt_bin_call.cc currency_opt_bin_put.cc currency_opt_euro_call.cc currency_opt_euro_put.cc exotics_asian_price_call.cc exotics_lookback_call.cc exotics_lookback_put.cc findiff_exp_am_call.cc findiff_exp_am_put.cc findiff_exp_eur_call.cc findiff_exp_eur_put.cc findiff_imp_am_call.cc findiff_imp_am_put.cc findiff_imp_eur_call.cc findiff_imp_eur_put.cc futures_opt_call_bin.cc futures_opt_call_black.cc futures_opt_put_bin.cc futures_opt_put_black.cc futures_price.cc merton_jump_diff_call.cc mv_calc.cc mv_calc_port_unconstrained.cc normdist_bivariate.cc normdist.cc option_price_american_perpetual_call.cc option_price_american_perpetual_put.cc payoff_average.cc payoff_binary_options.cc payoff_black_scholes_case.cc payoff_lookback.cc random_normal.cc random_uniform.cc rendleman_bartter_build_interest_rate_tree.cc run_simulation_bs_case_using_generic_routine.cc run_simulation_bs_case_using_generic_routine_improving_efficiency.cc simulated_call_euro.cc simulated_delta_call.cc simulated_delta_put.cc simulated_put_euro.cc simulate_european_options_generic_routine_antithetic_variate.cc simulate_european_options_generic_routine.cc simulate_european_options_generic_routine_control_variate.cc simulate_european_options_generic_routine_price_sequence.cc simulate_european_options_generic_routine_price_sequence_control_variate.cc simulate_lognormally_distributed_sequence.cc simulate_lognormal_variable.cc term_structure_class.cc term_structure_class_cir.cc term_structure_class_cubic_spline.cc term_structure_class_flat.cc term_structure_class_interpolated.cc term_structure_class_nelson_siegel.cc term_structure_class_vasicek.cc termstru_discfact_cir.cc termstru_discfact_cubic_spline.cc termstru_discfact_vasicek.cc termstru_transforms.cc termstru_yield_interpolated.cc termstru_yield_nels_sie.cc tst_binomial_term_structure_models.cc tst_bond_options.cc tst_normal.cc tst_power.cc tst_present_value.cc tst_simulate_european_options.cc tst_term_structure.cc warrant_price_black_scholes.cc warrant_price_black_scholes_dividends.cc date.h fin_recipes.h normdist.h term_structure_class_cir.h term_structure_class_cubic_spline.h term_structure_class_flat.h term_structure_class.h term_structure_class_interpolated.h term_structure_class_nelson_siegel.h term_structure_class_vasicek.h term_structure_models.h
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