foam-extend4.1-coherent-io/tutorials/financial/financialFoam/europeanCall/constant/financialProperties

/*--------------------------------*- C++ -*----------------------------------*\
| =========                 |                                                 |
| \\      /  F ield         | foam-extend: Open Source CFD                    |
|  \\    /   O peration     | Version:     3.2                                |
|   \\  /    A nd           | Web:         http://www.foam-extend.org         |
|    \\/     M anipulation  |                                                 |
\*---------------------------------------------------------------------------*/
FoamFile
{
    version     2.0;
    format      ascii;
    class       dictionary;
    location    "constant";
    object      financialProperties;
}
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //

strike          strike [ 0 1 0 0 0 0 0 ] 40;

r               r [ 0 0 -1 0 0 0 0 ] 0.1;

sigma           sigma [ 0 0 -0.5 0 0 0 0 ] 0.2;

s               s [ 0 0 -1 0 0 0 0 ] 0;

xi              xi [ 0 0 -0.5 0 0 0 0 ] 0.1;

eta             eta [ 0 0 0 0 0 0 0 ] 0;

// ************************************************************************* //