IB9JHO Assignment 1 - Vanilla Options Pricing

Files to work on

You should only edit:

• src/OptionPricingFunctions.c
• src/main.c
• src/option_pricing_convergence.c
• tests/benchmark_option_pricing_functions.cpp
• tests/test_exercise_price_calculator.cpp
• tests/test_option_pricing_functions.cpp

Remember to add a report.pdf

Submission

Submit your work by pushing to your assignment repository, downloading the zip file from github and uploading it to the course page.