Quite often, students came to see me having difficulties to compute finance articles. Whether it is a closed formed solutions, a tree, a PDE or Monte Carlo simulations many of them really struggled. In order to help them getting started, I have computed the simple Black & Scholes formula in VB, C++ and Delphi. That will help you to see the differences between the languages too.
The implemented classes I have written are simple: a few properties, some private and public functions with exception handling but no encapsulation or inheritance.
You can download the source codes below:
BS in Delphi (vs. 6 pro)
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BS in VB (vs. 6 Enterprise)
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BS in C++ (vs. BCB
4 Pro)
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