15 lines
337 B
C
15 lines
337 B
C
#ifndef BLACK_SCHOLES_H_
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#define BLACK_SCHOLES_H_
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struct tm;
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double gbm(double spot, double rfr, double vol, double strike, struct tm expiry,
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struct tm value, int type, int sims);
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double normalcdf(double value);
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double bsm(double spot, double rfr, double vol, double strike, struct tm expiry,
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struct tm value, int type);
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#endif
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