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identifier is not defined and header file issues

invisibleninja852 (3)
In my main.cpp, even with #include "Blackscholes.h", there is still errors due to identifier undefined. I am not sure what went wrong. :(

main.cpp
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  #include <iostream>

  #include "Blackscholes.h"

  int main() {

    Blackscholes bs;

    std::cout << "Question 1 \n\n";
    // Q 1.1
    Blackscholes bs {50.0, 50.0, 0.0, 0.5, 0.2, 0.01};
    double call_value {};
    double put_value {}; 
    call_value = bs.derive_c();
    put_value = bs.derive_p();
    std::cout << "Q1.1 " << "Call Option Value: " << call_value << std::endl;
    std::cout << "Q1.1 " << "Put Option Value: " << put_value << std::endl;

    return 0;
    }


Blackscholes.h
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#ifndef _BLACKSCHOLES_H_
#define _BLACKSCHOLES_H_

#include <iostream>
#include <cmath>

class BlackScholes {
private:
    double S; // stock price
    double K; // strike price
    float r; // risk free rate
    double sigma;
    double T;
    double t;

    // to be calculated
    double d1;
    double d2;

public:

    BlackScholes(double s_val, double k_val, double t_val, double T_val, double sigma_val, float r_val);

    // function to calculate d1
    double derive_d1();

    // function to calculate d2
    double derive_d2();

    // function to calculate call option
    double derive_c();

    // function to calculate put option
    double derive_p();

    void display_c();

    void display_p();
        
};

#endif



Blackscholes.cpp
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#include "Blackscholes.h"

BlackScholes::BlackScholes(double s_val, double k_val, double t_val, double T_val, double sigma_val, float r_val)
: S{s_val}, K{k_val}, t{t_val}, T{T_val}, sigma{sigma_val}, r{r_val} {
}

// function to calculate d1
double BlackScholes::derive_d1() {
    return (log(S/K) + r*(T-t))/(sigma * sqrt(T-t)) + 0.5 * sigma * sqrt (T-t);
}

// function to calculate d2
double BlackScholes::derive_d2() {
    return (log(S/K) + r*(T-t))/(sigma * sqrt(T-t)) - 0.5 * sigma * sqrt (T-t);
}

// function to calculate call option
double BlackScholes::derive_c() {
    d1 = BlackScholes::derive_d1();
    d2 = BlackScholes::derive_d2();
    return S * d1 - K * exp(-r * (T-t)) * d2;
}

// function to calculate put option
double BlackScholes::derive_p() {
    d1 = BlackScholes::derive_d1();
    d2 = BlackScholes::derive_d2();
    return K * exp(-r * (T-t)) * (-d2) - S*(-d1);
}

void BlackScholes::display_c(){
    std::cout << BlackScholes::derive_c();
}

void BlackScholes::display_p(){
    std::cout << BlackScholes::derive_p();
}
Last edited on
salem c (3685)
> Blackscholes bs;
CaSe MattERS
> class BlackScholes

Also, the first 'bs' on line 7 is useless as you declare it properly a few lines later.
Last edited on
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