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SimpleBinomialOptionPricingModel

A basic implementation of the binomial option pricing model written in C++.

Build instructions (on Linux):

  1. In the root project directory type "cmake -S . -B ./build".
  2. Go into the newly created build directory and type "make".
  3. Go into the src subdirectory (ie: build/src/) and run the "SimpleBinomialOptionPricingModel" executable.

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Simple implementation of the binomial option pricing model.

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