From f14f4a8700a8caa285f7412927de8d02d3a831f5 Mon Sep 17 00:00:00 2001
From: Kevin <kevin.d.keogh@gmail.com>
Date: Sun, 23 Jul 2017 20:07:40 -0400
Subject: [PATCH] Added -h and long options

---
 src/opt-pricer.c | 72 +++++++++++++++++++++++++++++++++++++++++++++---
 1 file changed, 68 insertions(+), 4 deletions(-)

diff --git a/src/opt-pricer.c b/src/opt-pricer.c
index 9e93fc5..bdfecdf 100644
--- a/src/opt-pricer.c
+++ b/src/opt-pricer.c
@@ -6,13 +6,70 @@
 #include <stdio.h>
 #include <string.h>
 #include <time.h>
+#include <getopt.h>
+
+
+struct helptext {
+	const char *opt;
+	const char *desc;
+};
+
+
+static struct helptext options[] = {
+	{"-s, --spot",
+	 "Spot price"},
+	{"-k, --strike",
+	 "Strike price"},
+	{"-r, --rfr",
+	 "Risk-free rate"},
+	{"-v, --implied-volatility",
+	 "Implied volatility"},
+	{"-d, --effective-date",
+	 "Effective date [YYYY-MM-DD]"},
+	{"-e, --expiry-date",
+	 "Expiry date [YYYY-MM-DD]"},
+	{"-N",
+	 "Number of MC simulations"},
+	{"-c, --call",
+	 "Call flag"},
+	{"-p, --put",
+	 "Put or call flag"},
+	{"-h",
+	 "This help text"},
+	{ NULL , NULL }
+};
+
+
+static struct option long_options[] = {
+	{"spot",		required_argument,	0,	's'},
+	{"strike",		required_argument,	0,	'k'},
+	{"rfr",			required_argument,	0,	'r'},
+	{"implied-volatility",	required_argument,	0,	'v'},
+	{"effective-date",	required_argument,	0,	'd'},
+	{"expiry-date",		required_argument,	0,	'e'},
+	{"call",		no_argument,		0,	'c'},
+	{"put",			no_argument,		0,	'p'},
+	{0, 0, 0, 0}
+};
+
+
+int print_help(void)
+{
+	int i;
+	printf("Usage: opt-pricer [options...]\n");
+	for(i=0; options[i].opt; i++) {
+		printf(" %-25s %s\n", options[i].opt, options[i].desc);
+	}
+	return 0;
+}
+
 
 int main(int argc, char *argv[])
 {
 	double spot = 0, strike = 0, rfr = 0, vol = 0, sims = 1000;
 	double bs_price, mc_price;
 	char expiry_date[11], buffer[512];
-	int opt, type = 0;
+	int opt, option_index = 0, type = 0;
 	struct tm expiry, value;
 
     extern char *optarg;
@@ -21,9 +78,9 @@ int main(int argc, char *argv[])
 	memset(&expiry, 0, sizeof(expiry));
 	memset(&value, 0, sizeof(value));
 
-	while ((opt = getopt(argc, argv, "s:k:r:v:d:e:n:cp")) != -1) {
+	while ((opt = getopt_long(argc, argv, "s:k:r:v:d:e:N:cp", long_options, &option_index)) != -1) {
 		switch (opt) {
-		case 's': /* spot */
+		case 's':
 			if (sscanf(optarg, "%lf", &spot) == EOF) {
 				return 1;
 			};
@@ -49,7 +106,7 @@ int main(int argc, char *argv[])
 		case 'd': /* valuation date, must be YYYY-MM-DD */
 			strptime(optarg, "%Y-%m-%d", &value);
 			break;
-		case 'n': /* number of simulations */
+		case 'N': /* number of simulations */
 			if (sscanf(optarg, "%lf", &sims) == EOF) {
 				return 1;
 			};
@@ -60,8 +117,15 @@ int main(int argc, char *argv[])
 		case 'p': /* set as put */
 			type = -1;
 			break;
+		case 'h': /* print help*/
+			print_help();
+			return 0;
 		}
 	}
+	if (spot == 0 || strike == 0 || rfr == 0 || vol == 0) {
+		print_help();
+		return 1;
+	}
 
 	strftime(expiry_date, 11, "%Y-%m-%d", &expiry);
 	bs_price = bsm(spot, rfr, vol, strike, expiry, value, type);