Instructions
ˆ This is an individual assignment.
ˆ Assignment Weight: 10% of the total nal assessment mark.
ˆ YOUR COMPLETED ASSIGNMENT MUST BE SUBMITTED NO LATER THAN
12:00 Monday 13th February 2017.
ˆ Submit an electronic copy on BlackBoard BEFORE 12:00 p.m. on the submission
date.
ˆ Submit code and Visual Studio solution and project les only. No need to write a
report.
ˆ Any late submissions will be dealt with according to school regulations.
Introduction
You are going to implement an interactive application that computes some Black-Scholes
formulas. You are expected to:
ˆ test and debug your program extensively.
ˆ write clear and well organized code.
The accompanying C++ source le contains some functions to compute:
ˆ Call pricing using Black-Scholes formula.
The functions are not currently used in the main() function which is currently not yet
implemented.