//auch getestet
double EuroBewerter::exchange_option_diff(double x, double y, double t,
double T, double r, double delta, double sigma, int re) {
double TStrich = T - t;
double Wurzel = sqrt(2.) * sigma * sqrt(TStrich);
double d1 = (log(x / y) + (sigma * sigma) * TStrich) / Wurzel;
double d2 = (log(x / y) - (sigma * sigma) * TStrich) / Wurzel;
//if(rand()%100==0)
//printf("%f,\n",cnd(d1));
if (re == 0)
return exp(-r * t - delta * (T - t))
* (cnd(d1) + (dnd(d1) - y / x * dnd(d2)) / Wurzel);
else
return exp(-r * t - delta * (T - t))
* (-cnd(d2) + (dnd(d2) - x / y * dnd(d1)) / Wurzel);
}
LRESULT CALLBACK drag_and_drop_subclass(HWND widget, UINT message, WPARAM wParam,
LPARAM lParam, UINT_PTR ptr, DWORD_PTR ref)
{
typedef drag_and_drop_handler_platform_data<SourceType, TargetType> dnd_type;
dnd_type& dnd(*hackery::cast<dnd_type*>(ptr));
switch (message)
{
case WM_DROPFILES:
{
::MessageBeep(MB_OK);
return 0;
}
break;
}
return ::DefSubclassProc(dnd.widget_m, message, wParam, lParam);
}