Jonathan Sweemer sweemer
sweemer
/ CMakeLists.txt
Created
January 20, 2022 12:33
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| cmake_minimum_required(VERSION 3.20) | |
| project(Chp2_Equity_CLionTest) | |
| set(CMAKE_CXX_STANDARD 14) | |
| set(BOOST_ROOT "C:/local/boost_1_65_0") | |
| set(Boost_INCLUDE_DIR "C:/local/boost_1_65_0" ) | |
| set(Boost_LIBRARY_DIR "C:/local/boost_1_65_0/lib32-msvc-14.1" ) | |
| find_package(Boost 1.65.0 REQUIRED) | |
| find_package(QuantLib CONFIG REQUIRED) | |
| add_executable(Chp2_Equity_CLionTest main.cpp) | |
| target_include_directories(Chp2_Equity_CLionTest PRIVATE ${Boost_INCLUDE_DIRS}) |
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| # response to question asked on the Quantlib-users mailing list: https://sourceforge.net/p/quantlib/mailman/message/37391738/ | |
| # based off of http://gouthamanbalaraman.com/blog/american-option-pricing-quantlib-python.html | |
| import QuantLib as ql | |
| import scipy.optimize | |
| maturity_date = ql.Date(15, 1, 2016) | |
| spot_price = 127.62 | |
| strike_price = 130 | |
| volatility = 0.20 |
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| { | |
| "version": 2, | |
| "configurePresets": [ | |
| { | |
| "name": "linux-clang-debug", | |
| "binaryDir": "${sourceDir}/build", | |
| "generator": "Unix Makefiles", | |
| "cacheVariables": { | |
| "CMAKE_BUILD_TYPE": "Debug", | |
| "CMAKE_CXX_COMPILER": "clang++" |