int run ( OptionType* optionType, double* stockPrice, double* strikePrice, double* riskFreeRate, double* dividendYield, double* volatility, double* timeToMaturity, unsigned int* requiredSamples, double* outputOptionPrice, unsigned int numAssets )
Process arrays of asset data for the REQUIRED NUMBER OF SAMPLES
Parameters:
| optionType | either American/European Call or Put |
| stockPrice | the stock price |
| strikePrice | the strike price |
| riskFreeRate | the risk free interest rate |
| dividendYield | the dividend yield |
| volatility | the volatility |
| timeToMaturity | the time to maturity |
| requiredSamples | the number of samples |
| outputOptionPrice | the option price |
| numAssets | the number of assets |