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C++ Mathematical Expression Library (ExprTk) https://www.partow.net/programming/exprtk/index.html

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Arash Partow
2021-01-01 00:00:00 +00:00
committed by ArashPartow
parent 93a9f44f99
commit 17ba4d15e2
26 changed files with 4516 additions and 3259 deletions
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10
exprtk_simple_example_15.cpp
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@ -3,7 +3,7 @@
* C++ Mathematical Expression Toolkit Library *
* *
* Simple Example 15 *
* Author: Arash Partow (1999-2020) *
* Author: Arash Partow (1999-2021) *
* URL: http://www.partow.net/programming/exprtk/index.html *
* *
* Copyright notice: *
@ -26,8 +26,8 @@ template <typename T>
void black_scholes_merton_model()
{
typedef exprtk::symbol_table<T> symbol_table_t;
typedef exprtk::expression<T> expression_t;
typedef exprtk::parser<T> parser_t;
typedef exprtk::expression<T> expression_t;
typedef exprtk::parser<T> parser_t;
const std::string bsm_model_program =
" var d1 := (log(s / x) + (r + v^2 / 2) * t) / (v * sqrt(t)); "
@ -67,7 +67,7 @@ void black_scholes_merton_model()
{
callput_flag = "call";
T bsm = expression.value();
const T bsm = expression.value();
printf("BSM(%s,%5.3f,%5.3f,%5.3f,%5.3f,%5.3f) = %10.6f\n",
callput_flag.c_str(),
@ -78,7 +78,7 @@ void black_scholes_merton_model()
{
callput_flag = "put";
T bsm = expression.value();
const T bsm = expression.value();
printf("BSM(%s,%5.3f,%5.3f,%5.3f,%5.3f,%5.3f) = %10.6f\n",
callput_flag.c_str(),