PandA-2024.02
black_scholes.h
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1 /*
2  * File: black_scholes.h
3  * Author: Yolanda
4  *
5  * Created on May 15, 2013, 2:41 PM
6  */
7 
8 
9 #ifndef BLACK_SCHOLES_H
10 #define BLACK_SCHOLES_H
11 
12 # include "fixedptc.h"
13 
14 fixedpt asset_path_fixed_simplified ( fixedpt s0, fixedpt mu, fixedpt sigma, fixedpt t1, int n, int *seed);
15 void get_two_normal_fixed(int *seed, fixedpt *n1, fixedpt *n2);
16 fixedpt get_uniform_fixed ( int *seed );
17 
18 
19 
20 #endif /* BLACK_SCHOLES_H */
21 
fixedpt get_uniform_fixed(int *seed)
Definition: black_scholes.c:33
fixedpt asset_path_fixed_simplified(fixedpt s0, fixedpt mu, fixedpt sigma, fixedpt t1, int n, int *seed)
Definition: black_scholes.c:5
void get_two_normal_fixed(int *seed, fixedpt *n1, fixedpt *n2)
Definition: black_scholes.c:22
int32_t fixedpt
Definition: fixedptc.h:79

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