elle
(Elle)
#1
Figure B-1. Value of European call option
Figure B-2. Vega of European call option
Compared with the code in Example 3-1 of Chapter 3, the code in Example B-1 of this
appendix shows a number of advantages:
Better overall code structure and readability
Avoidance of redundant definitions as far as possible
Better reusability and more compact method calls