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Fixed some tab spacings
1 parent 414a10a commit 9d64558

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3 files changed

+27
-28
lines changed

3 files changed

+27
-28
lines changed

ABM-Merton-process-paths/ABM-Merton-process-paths.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -78,4 +78,4 @@ main()
7878
}
7979
}
8080
return 0;
81-
}
81+
}

geometric-brownian-motion/geometric-brownian-motion.c

Lines changed: 11 additions & 12 deletions
Original file line numberDiff line numberDiff line change
@@ -40,13 +40,13 @@
4040
int
4141
main()
4242
{
43-
int NoOfPaths = 25;
44-
int NoOfSteps = 500;
45-
int T = 1;
46-
double r = 0.05;
47-
double sigma = 0.4;
43+
int NoOfPaths = 25;
44+
int NoOfSteps = 500;
45+
int T = 1;
46+
double r = 0.05;
47+
double sigma = 0.4;
4848
double sigma2 = pow(sigma,2);
49-
int S_0 = 100;
49+
int S_0 = 100;
5050
double muPath = 0;
5151
double sigmaPath = 1.0;
5252
double dt = (double)T / NoOfSteps;
@@ -71,15 +71,14 @@ main()
7171

7272
for(int j = 0 ; j < NoOfPaths ; j++)
7373
{
74-
for(int i = 0 ; i < NoOfSteps ; i++)
75-
{
76-
Z[j][i] = gsl_ran_gaussian(R, sigmaPath) + muPath;
77-
X[j][i+1] = X[j][i] + b1dt + sigma * rootdt*Z[j][i];
78-
S[j][i+1] = exp(X[j][i+1]);
74+
for(int i = 0 ; i < NoOfSteps ; i++)
75+
{
76+
Z[j][i] = gsl_ran_gaussian(R, sigmaPath) + muPath;
77+
X[j][i+1] = X[j][i] + b1dt + sigma * rootdt*Z[j][i];
78+
S[j][i+1] = exp(X[j][i+1]);
7979
}
8080
}
8181

8282
gsl_rng_free (R);
83-
8483
return 0;
8584
}

geometric-brownian-motion/geometric-brownian-motion.cpp

Lines changed: 15 additions & 15 deletions
Original file line numberDiff line numberDiff line change
@@ -39,21 +39,21 @@
3939
int
4040
main()
4141
{
42-
int NoOfPaths = 25;
43-
int NoOfSteps = 500;
44-
int T = 1;
45-
double r = 0.05;
46-
double sigma = 0.4;
42+
int NoOfPaths = 25;
43+
int NoOfSteps = 500;
44+
int T = 1;
45+
double r = 0.05;
46+
double sigma = 0.4;
4747
double sigma2 = pow(sigma,2);
48-
int S_0 = 100;
48+
int S_0 = 100;
4949
double dt = (double)T / NoOfSteps;
5050
double rootdt = pow(dt, 0.5);
5151
double b1 = r - 0.5 * sigma2;
5252
double b1dt = b1*dt;
53-
54-
std::random_device rd{};
55-
std::mt19937 gen{rd()};
56-
std::normal_distribution<> d1{0.0, 1.0};
53+
54+
std::random_device rd{};
55+
std::mt19937 gen{rd()};
56+
std::normal_distribution<> d1{0.0, 1.0};
5757

5858
double Z[NoOfPaths][NoOfSteps];
5959
double X[NoOfPaths][NoOfSteps+1];
@@ -66,11 +66,11 @@ main()
6666

6767
for(int j = 0 ; j < NoOfPaths ; j++)
6868
{
69-
for(int i = 0 ; i < NoOfSteps ; i++)
70-
{
71-
Z[j][i] = d1(gen);
72-
X[j][i+1] = X[j][i] + b1dt + sigma * rootdt*Z[j][i];
73-
S[j][i+1] = exp(X[j][i+1]);
69+
for(int i = 0 ; i < NoOfSteps ; i++)
70+
{
71+
Z[j][i] = d1(gen);
72+
X[j][i+1] = X[j][i] + b1dt + sigma * rootdt*Z[j][i];
73+
S[j][i+1] = exp(X[j][i+1]);
7474
}
7575
}
7676
return 0;

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