= Build Instructions =
-
Requires:
- Cmake
- g++
- Boost
- PNL
- Google Tests
-
Steps:
- cd /root/of/project
- mkdir build
- cd build
- cmake -DPNL_ROOT=/path/to/PNL/build ..
- make
= Execution Instructions = To use the pricer you can use the binary pricer: - pricer option.dat : print out the price of the option - pricer -c option.dat : print out the P&L of the option