Binomial price step using some x86 tricks

binfun.cpp

// e^(-r*sqrt(t/n)) using some x86 tricks
float _fexpbin(float vol, float t)
{
	float ret;
	__asm
	{
		fld t
		fsqrt
		fldln2
		fdiv
		fld vol
		fmul
		f2xm1
		fld1
		faddp st(1), st
		fstp ret
	}
	return ret;
}

int main() 
{
	// +vol = u(p)
	std::cout << _fexpbin( 0.2, 1.0 / 365.0) << std::endl;
	// -vol = d(own)	
	std::cout << _fexpbin(-0.2, 1.0 / 365.0) << std::endl;	
}