The project contains classes for implementation of binomial option pricing model and Newton method for finding roots of a function in C++.
You are welcome to browse and download the source code.
Categories
LibrariesLicense
Apache License V2.0Follow cpp-quant
Other Useful Business Software
Run applications fast and securely in a fully managed environment
Run frontend and backend services, batch jobs, deploy websites and applications, and queue processing workloads without the need to manage infrastructure.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of cpp-quant!