- Ensure Python can be run in the directory this sits and place input files in the same directory.
- Run the American call option pricer:
python put.py <INPUTFILE>
- Ensure Python can be run in the directory this sits and place input files in the same directory.
- Run the Asian put option pricer:
python call.py <INPUTFILE>
Input file must follow format as seen in inputs.txt:
risk-free interest rate,time in years,timesteps,sigma (volatility of returns),spot price,strike price
Note: each field is tab-separated
Note: to test multiple inputs: press enter (add a new line character) at the end of each line of input as seen in inputs.txt