C++: Broadcast receives no answer

[siliangsiliang]

It could run on my computer. But there is no result.
I would appreciate if someone could help me with finding the problem.

class BSoption {
protected:
double _S,_K,_TT,_r,_vola,_optiont;
public:
BSoption(double S=0, double K=0,double TT=0,double r=0,double vola=0,int optiont=0 );
virtual double Price()const;
void virtual display() const{};
~BSoption();
};

class FxOpt: public BSoption {
double _qone;
public:
FxOpt(double S=0, double K=0,double TT=0,double r=0,double vola=0,double qone=0,int optiont=0);
double Price() const;
void display() const;
~FxOpt();
};

class DivOpt: public BSoption {
double _qtwo;
public:
DivOpt(double S=0, double K=0,double TT=0,double r=0,double vola=0,double qtwo=0,int optiont=0);
double Price() const;
void display() const;
~DivOpt();
};

class FutureOpt : public BSoption {
double _qthree;
public:
FutureOpt(double S=0,double K=0,double TT=0,double r=0,double vola=0,double qthree=0,int optiont=0);
double Price() const;
void display() const;
~FutureOpt();
};


void fn(BSoption& a);

double CDFNor(double x);
double PDFNor(double x);


#include "stdafx.h"
#include"BSopt.h"
#include<algorithm>
#include <iostream>
#include <cmath>
using namespace std;

double BSPrice(double S, double K, double TT, double r, double vola,int optiont){
double d1 =(log(S/K)+(r+1/2*pow(vola,2))*TT)/(vola*sqrt(TT));
double d2=d1-vola*sqrt(TT);
return S*CDFNor(d1)-K*exp(-r*TT)*CDFNor(d2)-S*optiont+K*exp(-r*TT)*optiont;
};
//BSoption::BSoption(double S, double K, double T, double r, double vola,double optiont): _S(S), _K(K), _T(T), _r(r), _vola(vola), _optiont(optiont)
BSoption::BSoption(double S, double K, double TT , double r, double vola , int optiont ){
this->_S = S;
this->_K = K;
this->_TT = TT;
this->_r = r;
this->_vola = vola;
this->_optiont = optiont;

};

double BSoption::Price()const{
return BSPrice(_S,_K,_TT,_r,_vola,_optiont);
};

BSoption::~BSoption(){};

FxOpt::FxOpt(double S, double K,double TT,double r,double vola,double qone,int optiont):BSoption(S,K,TT,r,vola,optiont),_qone(qon e){};

double FxOpt::Price()const{
return BSPrice(_S*exp(-_qone*_TT), _K, _TT, _r, _vola,_optiont);
};

void FxOpt::display()const{
cout<<"Price of FX option is ";
BSoption::display();
};

FxOpt::~FxOpt(){};

DivOpt:ivOpt(double S, double K,double TT,double r,double vola,double qtwo,int optiont):BSoption(S,K,TT,r,vola, optiont),_qtwo(qtwo){};

double DivOpt::Price()const{
return BSPrice(_S*exp(-_qtwo*_TT), _K, _TT, _r, _vola,_optiont);
};

void DivOpt::display()const{
cout<< "Price of Div option is ";
BSoption::display();
};

DivOpt::~DivOpt(){};

FutureOpt::FutureOpt(double S, double K,double TT,double r,double vola,double qthree,int optiont):BSoption(S,K,TT,r,vola,optiont),_qthree(q three){
};

double FutureOpt::Price()const{
return BSPrice(_S*exp(-_qthree*_TT), _K, _TT, _r, _vola,_optiont);
};

void FutureOpt::display()const{
cout<< "Price of Future option is ";
BSoption::display();
};
FutureOpt::~FutureOpt(){};


void fn(BSoption& a){
a.display();
};


double PDFNor(double x)
{
return ((1.0/sqrt(2.0*3.1415))* exp(-x*x*0.5));
}

double CDFNor(double x)
{
static double a[5] = {0.319381530,
-0.356563782,
1.781477937,
-1.821255978,
1.330274429};
double result;
if (x<-7.0)
result = PDFNor(x)/sqrt(1.0+x*x);
else
{
if (x>7.0)
result = 1.0 - CDFNor(-x);
else
{
double tmp = 1.0/(1.0+0.2316419*fabs(x));
result=1-PDFNor(x)*
(tmp*(a[0]+tmp*(a[1]+tmp*(a[2]+tmp*(a[3]+tmp*a[4])))));
if (x<=0.0)
result=1.0-result;
}
}
return result;
}

#include "stdafx.h"
#include <iostream>
#include"stdlib.h"
#include <cmath>
#include"BSopt.h"
#include<algorithm>
using namespace std;
int optiont,Type;
//N: number of time steps, Option=1 for call; Excercise=1 for American
double K, TT, S, vola, r, q;
//K: strike, T: maturity, S: initial stock price,vola: volatility,
//r:continuous componding risk free interest rate;q:continuous dividend yield;
void main()

{
printf("Black-Scholes Formula for Pricing European put and call option on a stock (with Greeks).\n");
printf("Please input Option (0 for call,1 for put): ");
scanf_s("%d",&optiont);//input option
while ((optiont!=1)&&(optiont!=0))
{
printf("----------------Error Input of Option type!-------------------------\n");
printf("Please input Option (0 for call, 1 for put): ");
scanf_s("%d",&optiont);
}
printf("optiont=%d\n", optiont);

printf("Please input Type of Option(1 for FXoption, 2 for Divoption ,3 for Futureoption): ");
scanf_s("%d",&Type);
printf("Type = %d\n", Type);

printf("Please input strike price K: ");
scanf_s("%lf",&K);
printf("K=%lf\n", K);

printf("Please input Maturity TT: ");
scanf_s("%lf",&TT);
printf("T=%lf\n", TT);

printf("Please input initial stock price S: ");
scanf_s("%lf",&S);
printf("S=%lf\n", S);

printf("Please input volatility: ");
scanf_s("%lf",&vola);
printf("volatility=%lf\n", vola);

//input r
printf("Please input continuous componding risk free interest rate r: ");
scanf_s("%lf",&r);
while(r<0||r>1)
{
printf("----------------r must be between 0 and 1!-------------------------\n");
printf("Please input continuous componding risk free interest rate r: ");
scanf_s("%lf",&r);
}
printf("r=%lf\n", r);

printf("Please input continuous dividend yield q: ");
scanf_s("%lf",&q);
while(q<0||q>1)
{
printf("----------------q must be between 0 and 1!-------------------------\n");
printf("Please input continuous dividend yield q: ");
scanf_s("%lf",&q);
}
printf("q=%lf\n", q);


FxOpt fx(S,K,TT,r,vola,q,optiont);
DivOpt dx(S,K,TT,r,vola,q,optiont);
FutureOpt fux(S,K,TT,r,vola,q,optiont);

if(Type==1)
fn(fx);
else if(Type==2)
fn(dx);
else if(Type==3)
fn(fux);

system("pause");
return;
}

[Rubberman]

First, put your code inside code blocks as in

// This is some C++ code
class X {
protected:
    int m_int;
    double m_double;
public:
    X();
    X( const X& );
    virtual ~X();
    X& operator=( const X& rhs );
};

That way, the indentations are preserved, and it becomes a LOT easier to read an analyze.

So, specifically what is your problem? You said something about "broadcasting" not working? What do you mean by that. FWIW, I have considerable experience in the development of software for the options trading industry. I worked at a company associated with the CBOE for a couple of years, writing risk analysis software.