Convert c++ function into LabVIEW (American Option Pricing)

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Web, Mobile & Software Dev Desktop Software Development Posted 4 years ago


Hours to be determined
Less than 1 week

Start Date

December 2, 2011


I have a C++ implementation of a really short function which calculates the value of an American-style Stock options (Binomial Tree Method) and I would like to convert this into a LabVIEW vi. I prefer LabVIEW 2011, but if all you have is an earlier version that will be sufficient as I will convert it into LabVIEW 2011 format myself.

You do not have to make the same helper functions that I used for my C++ code, all you have to do is make sure that the main function would work if it called your function in LabVIEW instead of my function in C++.

I have attached the C++, which you can use as a guide for writing the LabVIEW code.

Look at the function named "priceAmericanOption", if you can write a vi that gets the same results as the two samples called from main, that is acceptable!  (You do not need to make it work for other cases, - I can handle tweaking the code for any such issues/problems)

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Member Since Dec 2, 2011