int main(int argc, char **argv)
{
int arcount;
ftab[0] = &long_list;
arcount = 1;
if (argc == 1)
vanilla(".");
else if (argv[1][0] != '-')
vanilla(argv[1]);
else
{
while (arcount <= argc - 1)
{
if (argv[1][1] == 'l' && argv[1][2] == '\0')
{
if (argv[arcount + 1] == '\0')
(*(ftab[0]))(".");
else
(*(ftab[0]))(argv[arcount + 1]);
}
else
my_printf("my_ls: invalid option -- '%c'\n", argv[1][1]);
arcount = arcount + 1;
}
}
return (0);
}
int long_list(char *str)
{
DIR *dirp;
struct dirent *entry;
if ((dirp = opendir(str)) == NULL)
{
closedir(dirp);
vanilla(str);
return (0);
}
while (((entry = readdir(dirp)) != NULL))
displaying(entry);
closedir(dirp);
return (0);
}
int main(int argc, char **argv) {
vanilla();
return 0;
}
void DiscretizedDoubleBarrierOption::checkBarrier(Array &optvalues, const Array &grid) const {
Time now = time();
bool endTime = isOnTime(stoppingTimes_.back());
bool stoppingTime = false;
switch (arguments_.exercise->type()) {
case Exercise::American:
if (now <= stoppingTimes_[1] &&
now >= stoppingTimes_[0])
stoppingTime = true;
break;
case Exercise::European:
if (isOnTime(stoppingTimes_[0]))
stoppingTime = true;
break;
case Exercise::Bermudan:
for (Size i=0; i<stoppingTimes_.size(); i++) {
if (isOnTime(stoppingTimes_[i])) {
stoppingTime = true;
break;
}
}
break;
default:
QL_FAIL("invalid option type");
}
for (Size j=0; j<optvalues.size(); j++) {
switch (arguments_.barrierType) {
case DoubleBarrier::KnockIn:
if (grid[j] <= arguments_.barrier_lo) {
// knocked in dn
if (stoppingTime) {
optvalues[j] = std::max(vanilla()[j],
(*arguments_.payoff)(grid[j]));
}
else
optvalues[j] = vanilla()[j];
}
else if (grid[j] >= arguments_.barrier_hi) {
// knocked in up
if (stoppingTime) {
optvalues[j] = std::max(vanilla()[j],
(*arguments_.payoff)(grid[j]));
}
else
optvalues[j] = vanilla()[j];
}
else if (endTime)
optvalues[j] = arguments_.rebate;
break;
case DoubleBarrier::KnockOut:
if (grid[j] <= arguments_.barrier_lo)
optvalues[j] = arguments_.rebate; // knocked out lo
else if (grid[j] >= arguments_.barrier_hi)
optvalues[j] = arguments_.rebate; // knocked out hi
else if (stoppingTime)
optvalues[j] = std::max(optvalues[j],
(*arguments_.payoff)(grid[j]));
break;
case DoubleBarrier::KIKO:
// low barrier is KI, high is KO
if (grid[j] <= arguments_.barrier_lo) {
// knocked in dn
if (stoppingTime) {
optvalues[j] = std::max(vanilla()[j],
(*arguments_.payoff)(grid[j]));
}
else
optvalues[j] = vanilla()[j];
}
else if (grid[j] >= arguments_.barrier_hi)
optvalues[j] = arguments_.rebate; // knocked out hi
else if (endTime)
optvalues[j] = arguments_.rebate;
break;
case DoubleBarrier::KOKI:
// low barrier is KO, high is KI
if (grid[j] <= arguments_.barrier_lo)
optvalues[j] = arguments_.rebate; // knocked out lo
else if (grid[j] >= arguments_.barrier_hi) {
// knocked in up
if (stoppingTime) {
optvalues[j] = std::max(vanilla()[j],
(*arguments_.payoff)(grid[j]));
}
else
optvalues[j] = vanilla()[j];
}
else if (endTime)
optvalues[j] = arguments_.rebate;
break;
default:
QL_FAIL("invalid barrier type");
}
}
}
