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foam-extend4.1-coherent-io/tutorials/financial/financialFoam/europeanCall/constant/financialProperties
2016-06-21 15:04:12 +02:00

30 lines
1.1 KiB
C++

/*--------------------------------*- C++ -*----------------------------------*\
| ========= | |
| \\ / F ield | foam-extend: Open Source CFD |
| \\ / O peration | Version: 4.0 |
| \\ / 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;
// ************************************************************************* //