black_scholes.h File Reference

#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().

Referenced by asset_path_test().

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get_two_normal_fixed()

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

inline

Definition at line 22 of file black_scholes.c.

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

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.

References k.

Referenced by get_two_normal_fixed(), and processPhoton().

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