Can you help me with my codes? I am having an error LNK2005. I am computing the option price for put and call using BS

[tarantula]

It looks like you copied all the code (including error and sloppy style) verbatim from Justin London's book. Meshuggah.
We have a phrase in Ireland: "chancing your arm".

Ok

 

[tarantula]

I am trying to generate random gaussian numbers. Can you show me an example where ran1.h and gasdev is used?

 

[Daniel Duffy]

I am trying to generate random gaussian numbers. Can you show me an example where ran1.h and gasdev is used?

It's best to use standard C++. ran1 is _ancient_

Standard library header <random> - cppreference.com

I now take my leave. I hope some things are clear. Esp. regarding copy and paste.

 

[tarantula]

It's best to use standard C++. ran1 is _ancient_

Standard library header <random> - cppreference.com

I now take my leave. I hope some things are clear. Esp. regarding copy and paste.

Thanks. What book do you suggest to buy for modeling derivatives with C++?

 

[Daniel Duffy]

Thanks. What book do you suggest to buy for modeling derivatives with C++?

You're welcome.
Unfortunately, that's not the way it works. It's like learning a black belt technique without ever having been on the judo mat (or just watching judo on u tube) and don''t know what a break fall is.

I advise studying books by Bruce Eckel.

Or better still, take the QN C++ course.

C++ Programming for Financial Engineering


Why do you want to do it in C++? Why not Python? C++ is not easy if you are not able to devote as lot of time to it.

 

[tarantula]

Ok, I may register for the Financial Engineering course.

 

[Daniel Duffy]

Ok, I may register for the Financial Engineering course.

IMO this would be an extremely worthwhile investment. After 16 week you will be reaching brown belt level. Helpful TAs as well!

edit: I am glad that you did not get angry with my comments ; they were meant to be helpful