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
	)

Definition at line 5 of file black_scholes.c.

Referenced by asset_path_test().

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get_two_normal_fixed()

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

Definition at line 22 of file black_scholes.c.

Referenced by asset_path_fixed_simplified().

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get_uniform_fixed()

fixedpt get_uniform_fixed

(

int *

seed

)

Definition at line 33 of file black_scholes.c.

Referenced by get_two_normal_fixed().

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