2 차원 벡터 사용함수 및 여러가지 기법

#include #include #include using namespace std; const double zero = 0.0; /* void print2arr(char** mat, int n) { for(int i=0; i
Language/C 2009. 3. 31. 21:43
vector class/template이용한 2차원 배열 생성

#include #include #include using namespace std; int main() { vector matrix(5, vector(5)); for(int i = 0;i
Language/C 2009. 2. 4. 15:17
C++ Random Numbers

C++ Random Numbers #1 Nov 16th, 2003 Intro This tutorial provides a brief introduction to the random number functions that come as part of the C++ standard library, namely rand() and srand(). rand() and RAND_MAX The C++ standard library includes a pseudo random number generator for generating random numbers. In order to use it we need to include the header. To generate a random number we use the..
Language/C 2009. 1. 7. 00:48
이차원 동적 배열 설정

#include #include #include #include using namespace std; void print_1dim_array(double* arr, int n); void print_matrix(double** matrix, int n); int main() { int n=3; // set dynamic 2-dim array double** A; A = new double*[n]; for(int i=0;i
Language/C 2009. 1. 4. 16:52
VS2005 에서 VS2008 로 넘어갈때의 팁

1. 멀티 코어를 사용하는 빌드 /MP 또는 /MP? 옵션으로 멀티 프로세서 사용시 두개 이상의 코어를 모두 사용해서 빌드를 해 준다. 설정법은 프로젝트의 Properties - C/C++ - Command Line - Additional options에 /MP 또는 /MP?를 추가해 준다. (?는 코어의 개수) 추가로 Properties - C/C++ - Code Generation - Enable Minimal Rebuild 항목(/Gm) 을 No로 설정해 주어야 한다. 두 옵션이 서로 충돌한다나.... 프로젝트 파일 항목: MinimalRebuild 이걸 사용하면 빌드하는 동안 CPU 점유율이 100%에 육박하는 흐뭇한(?) 광경을 볼 수 있다. ㅋㅋ VS2005에서는 50%를 빌빌 대던 넘이.....
Language/C 2008. 9. 1. 11:27
Financial Numerical Recipes in C ++.

Financial Numerical Recipes in C ++. Bernt Arne Ødegaard Contents On C++ and programming. Compiling and linking The structure of a C++ program Types Operations Functions and libraries Templates and libraries Flow control Input Output Splitting up a program Namespaces Extending the language, the class concept. date, an example class Const references The value of time Present value. Internal rate ..
Language/C 2008. 8. 12. 05:25
Exotic option valuation

Average, lookback and other exotic options We now look at a type of options that has received a lot of attention in later years. The distinguishing factor of these options is that they depend on the whole price path of the underlying security between today and the option maturity. Bermudan options A Bermudan option is, as the name implies,13.1 a mix of an European and American option. It is a st..
Language/C 2008. 8. 12. 05:22
Switch/case를 이용한 European OPtion Pricing 계산기(Black-Scholes Model 이용)

// Switch/case를 이용한 European OPtion Pricing 계산기(Black-Scholes Model 이용) // by remings(http://remings.tistory.com) // For my C++ Educational Purpose #include #include using namespace std; //Cumulative Normal Distribution Code double N(const double x) { const double b1 = 0.319381530; const double b2 = -0.356563782; const double b3 = 1.781477937; const double b4 = -1.821255978; const double b5 = 1...
Language/C 2008. 7. 28. 21:17
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