文件名称:recipes
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Tiny package of c++ codes for financial computation-Tiny package of c++ Codes for financial computation
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下载文件列表
recipes
.......\all_cc_progs
.......\............\anal_price_am_call_div.cc
.......\............\approx_am_call.cc
.......\............\approx_am_put.cc
.......\............\approx_am_put_geske_johnson.cc
.......\............\approx_am_put_johnson.cc
.......\............\average_strike_european_call.c
.......\............\bermudan_call_option.cc
.......\............\bermudan_put_option.cc
.......\............\binomial_generic.cc
.......\............\binomial_generic_delta.cc
.......\............\binomial_tree_ud.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
.......\............\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_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_convexity_discrete.cc
.......\............\bonds_convexity_termstru.cc
.......\............\bonds_duration.cc
.......\............\bonds_duration_discrete.cc
.......\............\bonds_duration_macaulay.cc
.......\............\bonds_duration_macaulay_discrete.cc
.......\............\bonds_duration_modified.cc
.......\............\bonds_duration_termstru.cc
.......\............\bonds_price.cc
.......\............\bonds_price_both.cc
.......\............\bonds_price_discrete.cc
.......\............\bonds_price_termstru.cc
.......\............\bonds_yield.cc
.......\............\bonds_yield_discrete.cc
.......\............\cflow_irr.cc
.......\............\cflow_irr_discrete.cc
.......\............\cflow_irr_test_unique.cc
.......\............\cflow_pv.cc
.......\............\cflow_pv_discrete.cc
.......\............\cum_normal.cc
.......\............\cum_normal_bivariate.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_call_newmat.cc
.......\............\findiff_imp_am_put.cc
.......\............\findiff_imp_am_put_itpp.cc
.......\............\findiff_imp_am_put_newmat.cc
.......\............\findiff_imp_eur_call.cc
.......\............\findiff_imp_eur_call_newmat.cc
.......\............\findiff_imp_eur_put.cc
.......\............\findiff_imp_eur_put_newmat.cc
.......\............\fin_recipes.h
.......\.......
.......\all_cc_progs
.......\............\anal_price_am_call_div.cc
.......\............\approx_am_call.cc
.......\............\approx_am_put.cc
.......\............\approx_am_put_geske_johnson.cc
.......\............\approx_am_put_johnson.cc
.......\............\average_strike_european_call.c
.......\............\bermudan_call_option.cc
.......\............\bermudan_put_option.cc
.......\............\binomial_generic.cc
.......\............\binomial_generic_delta.cc
.......\............\binomial_tree_ud.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
.......\............\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_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_convexity_discrete.cc
.......\............\bonds_convexity_termstru.cc
.......\............\bonds_duration.cc
.......\............\bonds_duration_discrete.cc
.......\............\bonds_duration_macaulay.cc
.......\............\bonds_duration_macaulay_discrete.cc
.......\............\bonds_duration_modified.cc
.......\............\bonds_duration_termstru.cc
.......\............\bonds_price.cc
.......\............\bonds_price_both.cc
.......\............\bonds_price_discrete.cc
.......\............\bonds_price_termstru.cc
.......\............\bonds_yield.cc
.......\............\bonds_yield_discrete.cc
.......\............\cflow_irr.cc
.......\............\cflow_irr_discrete.cc
.......\............\cflow_irr_test_unique.cc
.......\............\cflow_pv.cc
.......\............\cflow_pv_discrete.cc
.......\............\cum_normal.cc
.......\............\cum_normal_bivariate.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_call_newmat.cc
.......\............\findiff_imp_am_put.cc
.......\............\findiff_imp_am_put_itpp.cc
.......\............\findiff_imp_am_put_newmat.cc
.......\............\findiff_imp_eur_call.cc
.......\............\findiff_imp_eur_call_newmat.cc
.......\............\findiff_imp_eur_put.cc
.......\............\findiff_imp_eur_put_newmat.cc
.......\............\fin_recipes.h
.......\.......