Modify black scholes example to use internal RNG from library instead of std::rand#418
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roshanrags wants to merge 1 commit intoboostorg:developfrom
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Modify black scholes example to use internal RNG from library instead of std::rand#418roshanrags wants to merge 1 commit intoboostorg:developfrom
roshanrags wants to merge 1 commit intoboostorg:developfrom
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The black-scholes code should still be correct, but different input values will give different output values. Having |
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This adresses #276 . Also check if the values are correct... (esp. the put price)
On my setup,
UPDATE: Travis also reports the same value, so I guess the problem of different values on different platforms is solved. I have no clue about correctness though...