/*
 **************************************************************
 *         C++ Mathematical Expression Toolkit Library        *
 *                                                            *
 * Simple Example 21                                          *
 * Author: Arash Partow (1999-2025)                           *
 * URL: https://www.partow.net/programming/exprtk/index.html  *
 *                                                            *
 * Copyright notice:                                          *
 * Free use of the Mathematical Expression Toolkit Library is *
 * permitted under the guidelines and in accordance with the  *
 * most current version of the MIT License.                   *
 * https://www.opensource.org/licenses/MIT                    *
 * SPDX-License-Identifier: MIT                               *
 *                                                            *
 **************************************************************
*/


#include 
#include 

#include "exprtk.hpp"


template 
void binomial_option_pricing_model()
{
   typedef exprtk::symbol_table symbol_table_t;
   typedef exprtk::expression   expression_t;
   typedef exprtk::parser       parser_t;

   const std::string european_option_binomial_model_program =
      " var dt     := t / n;                                              "
      " var z      := exp(r * dt);                                        "
      " var z_inv  := 1 / z;                                              "
      " var u      := exp(v * sqrt(dt));                                  "
      " var p_up   := (z * u - 1) / (u^2 - 1);                            "
      " var p_down := 1 - p_up;                                           "
      "                                                                   "
      " var option_price[n + 1] := [0];                                   "
      "                                                                   "
      " for (var i := 0; i = 0; j -= 1)                              "
      " {                                                                 "
      "    for (var i := 0; i