run - 2023.1 English

Vitis Libraries

Release Date
2023-12-20
Version
2023.1 English
int run (
    xf::fintech::BinomialTreeInputDataType <double>* inputData,
    double* outputData,
    int optionType,
    int numOptions
    )

Calculate one or more options based on input data and option type

Parameters:

inputData structure to be populated with the asset data
outputData one or more calculated option values returned
optionType option type is American/European Call or Put
numOptions number of options to be calculate