int main ( int argc, char *argv[] )
{
const int numinputs = 7;
if ( argc != numinputs+1 ) {
std::cout << "Error: " << argc-1 << " inputs given, " << numinputs << " required." << std::endl;
std::cout << "Usage: OptionPrice_cmdline N T u d p S0 K" << std::endl;
exit(1);
}
int N;
double T,u,d,p,S0,K;
N = atoi(argv[1]);
T = atof(argv[2]);
u = atof(argv[3]);
d = atof(argv[4]);
p = atof(argv[5]);
S0 = atof(argv[6]);
K = atof(argv[7]);
double a = OptionPrice(N,T,u,d,p,S0,K);
std::cout << "The Option Price is: " << a << std::endl;
return EXIT_SUCCESS;
}
LPXLOPER EXCEL_EXPORT
xlOptionPrice(
LPXLOPER requested_fielda,
LPXLOPER model_ida,
LPXLOPER option_ida,
LPXLOPER method_ida)
{
EXCEL_BEGIN;
if (XlfExcel::Instance().IsCalledByFuncWiz())
return XlfOper(true);
XlfOper requested_fieldb(
(requested_fielda));
std::string requested_field(
requested_fieldb.AsString("requested_field"));
XlfOper model_idb(
(model_ida));
std::string model_id(
model_idb.AsString("model_id"));
XlfOper option_idb(
(option_ida));
std::string option_id(
option_idb.AsString("option_id"));
XlfOper method_idb(
(method_ida));
std::string method_id(
method_idb.AsString("method_id"));
CellMatrix result(
OptionPrice(
requested_field,
model_id,
option_id,
method_id)
);
return XlfOper(result);
EXCEL_END
}