kevindkeogh/opt-pricer
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added comments, declared getopt externs

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Kevin
2017-04-08 00:40:07 -04:00
parent 8912cbd751
commit dac191c251
3 changed files with 18 additions and 16 deletions
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29
src/opt-pricer.c
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@@ -15,46 +15,49 @@ int main(int argc, char *argv[])
int opt, type = 0;
struct tm expiry, value;
extern char *optarg;
extern int getopt();
memset(&expiry, 0, sizeof(expiry));
memset(&value, 0, sizeof(value));
while ((opt = getopt(argc, argv, "s:k:r:v:d:e:n:cp")) != -1) {
switch (opt) {
case 's':
case 's': /* spot */
if (sscanf(optarg, "%lf", &spot) == EOF) {
return 1;
};
break;
case 'k':
case 'k': /* strike */
if (sscanf(optarg, "%lf", &strike) == EOF) {
return 1;
};
break;
case 'r':
case 'r': /* risk-free rate */
if (sscanf(optarg, "%lf.", &rfr) == EOF) {
return 1;
};
break;
case 'v':
case 'v': /* implied volatility */
if (sscanf(optarg, "%lf", &vol) == EOF) {
return 1;
};
break;
case 'n':
case 'e': /* expiry date, must be YYYY-MM-DD */
strptime(optarg, "%Y-%m-%d", &expiry);
break;
case 'd': /* valuation date, must be YYYY-MM-DD */
strptime(optarg, "%Y-%m-%d", &value);
break;
case 'n': /* number of simulations */
if (sscanf(optarg, "%lf", &sims) == EOF) {
return 1;
};
break;
case 'e':
strptime(optarg, "%Y-%m-%d", &expiry);
break;
case 'd':
strptime(optarg, "%Y-%m-%d", &value);
break;
case 'c':
case 'c': /* set as call */
type = 1;
break;
case 'p':
case 'p': /* set as put */
type = -1;
break;
}