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

29 lines
1.1 KiB
C++

/*--------------------------------*- C++ -*----------------------------------*\
| ========= | |
| \\ / F ield | OpenFOAM: The Open Source CFD Toolbox |
| \\ / O peration | Version: 1.5 |
| \\ / A nd | Web: http://www.OpenFOAM.org |
| \\/ M anipulation | |
\*---------------------------------------------------------------------------*/
FoamFile
{
version 2.0;
format ascii;
class dictionary;
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;
// ************************************************************************* //