marian/utils_8hpp_source.html

 #ifndef MARIAN_UTILS_HPP
 #define MARIAN_UTILS_HPP

 #include <map>
 #include <diffusion/convectionDiffusionProcess.hpp>
 #include <financial/options/euroOpt.hpp>
 #include <financial/market.hpp>
 #include <utils/dataFrame.hpp>


 namespace marian {

   #define SHOW(x) std::cout <<"\nName: "<< #x << "\n" << x << "\n"

   std::map<std::string, EuroOpt> createEuroOpts(DataFrame df);

   std::map<std::string, Market>  createMarkets(DataFrame df);

   ConvectionDiffusion mkt2process(Market mkt);

 } // namespace marian

 #endif /* MARIAN_UTILS_HPP */
marian::mkt2process
ConvectionDiffusion mkt2process(Market mkt)
Converts the option market data to diffusion process.
Definition: utils.cpp:79

marian::createMarkets
std::map< std::string, Market > createMarkets(DataFrame df)
Converts data stored in dataframe to market data.
Definition: utils.cpp:52

marian
Definition: backwardKolmogorovEq.cpp:5

marian::createEuroOpts
std::map< std::string, EuroOpt > createEuroOpts(DataFrame df)
Converts data stored in dataframe to European option.
Definition: utils.cpp:18