part 2 16

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从使用XLW包装在Excel中的问题＃1实现该功能。显示在适当的

如何绘制的多空投资组合的价格取决于到期时间和阻挡。

在其上写一个简短的报告。

规则

1，每一个项目都是要单独编制。这意味着你，你不准合作

与你的同学，当工作在您的解决方案。

2，使用在你的代码中的注释尽可能。

3的问题1解决方案应该包括其中包含一个zip文件中：

（a）该C + +的溶液（见下文），

（b）与一个简短的报告的PDF文件（见下文）。

4的问题2解决方案应该包括其中包含一个zip文件中：

 

（一）对不NDEBUG和nobj子目录和不带*。sdf文件XLW的包装解决方案，

（b）该所得XLL文件

（c）与一个简短的报告的PDF文件（见下文）。

5规则来准备你的MS Visual Studio解决方案：

（一）请仔细检查，如果你的代码没有错误编译。

（二）删除所有NDEBUG目录和子目录NDEBUG。这是项重要的，因为这些目录

可能包含exe文件，这将是有问题的，而杀毒软件扫描。

（三）删除所有*。锁和*。SDF文件。

6，您的报告（PDF文件）应包括短信息：

项目（一）目标，

（二）假设（例如：中underyling，数量在Monte迭代的价格动态

卡罗等），

（三）定价的选项，它的特点destription，

（四）说明和代码元素的解释，

（五）关于模拟，即结果的信息。的理论价格逼近你

选项。

7，你的文件应该有如下名称：XXXXX-problem1.zip和XXXXX-problem2.zip，其中XXXXX

是你的姓氏。例如：sakowski-problem1.zip，sakowski-problem2.zip。

8，通过回复邮件与这个附件发送您的解决方案（两个压缩文件）。你应该得到一个

确认了这一点。

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