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How-To Calibrate American Options Really Fast in C++
- Bostonian 3y agoI've programmed in C++ only sporadically. Are the functions really declared to have type Error, or am I misreading things? For example one function starts as Error calibrateEuropean( f64 v, // option price f64 s, // stock price
- gituliar 3y agoGood observation! Basically `Error` is an alias to `std::string`. This way code is more meaningful as returning just std::string is too generic. It's also my convention to report errors as return arguments in this particular codebase, instead of throwing exceptions for example.