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Debugging the code for pricing European option

Posted 11 years ago
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POSTED BY: Kausik Datta
7 Replies
POSTED BY: Sean Clarke
POSTED BY: Sean Clarke

Kausik you've double posted this.

You left your former discussion adrift, labeled in many groups, and not updated it to show the progress of this discussion. This has lead me to comment there on out of date information.

You will struggle to develop and debug your nested do loops. Other users will find it near impossible as we do not know your intent.

I suggest reducing to where you see a problem: run your program to generate 'fd' and your other variables. Output these and check they behave as you'd expect. Then check that for the first instance of 'i' and 'j' iterators your code does as you'd expect.

POSTED BY: David Gathercole
Posted 11 years ago
Attachments:
POSTED BY: Kausik Datta
Posted 11 years ago
POSTED BY: Kausik Datta
Posted 11 years ago
POSTED BY: Kausik Datta
Posted 11 years ago

Hi Sean. Thanks for comments. I made changes it still does return option value. I made some changes in the code too and uploaded the revised version. Pl use the most updated version of code

POSTED BY: Kausik Datta
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