PandA-2024.02
Functions
black_scholes.c File Reference
#include "black_scholes.h"
#include "fixedptc.h"
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Functions

fixedpt asset_path_fixed_simplified (fixedpt s0, fixedpt mu, fixedpt sigma, fixedpt t1, int n, int *seed)
 
void get_two_normal_fixed (int *seed, fixedpt *n1, fixedpt *n2)
 
fixedpt get_uniform_fixed (int *seed)
 

Function Documentation

◆ asset_path_fixed_simplified()

fixedpt asset_path_fixed_simplified ( fixedpt  s0,
fixedpt  mu,
fixedpt  sigma,
fixedpt  t1,
int  n,
int *  seed 
)
inline

Definition at line 5 of file black_scholes.c.

References fixedpt_add, fixedpt_div(), fixedpt_exp(), FIXEDPT_FBITS, fixedpt_mul(), fixedpt_sqrt(), fixedpt_sub, and get_two_normal_fixed().

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◆ get_two_normal_fixed()

void get_two_normal_fixed ( int *  seed,
fixedpt n1,
fixedpt n2 
)
inline

Definition at line 32 of file black_scholes.c.

References fixedpt_cos(), fixedpt_ln(), fixedpt_mul(), fixedpt_sin(), fixedpt_sqrt(), FIXEDPT_TWO, get_uniform_fixed(), and twoPI.

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◆ get_uniform_fixed()

fixedpt get_uniform_fixed ( int *  seed)

Definition at line 45 of file black_scholes.c.

References k.


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