Principles of Quantitative Development

A.1 CD CONTENTS

The CD that comes with this book contains the companion program ‘Pricing Tool’, which illustrates the principles discussed. The CD will auto-play in most Windows-based computers and give you instructions on how to install and use the program. It is organized as follows:

• The PricingTool folder contains the executable image of the program. In order to install the pricing tool on your PC, you can create a new folder (suggested name: PricingTool) in your Windows programs folder (usually in C:\Program Files) and copy the entire contents of the PricingTool folder there. If needed, you can create a shortcut to the program (C:\Program Files\PricingTool\PricingTool.exe) on your desktop or start menu for easy access.

  In addition to the pricing tool executable (PricingTool.exe), its on-line help file (PricingTool.chm) and initialization file (PricingTool.ini), the PricingTool folder also contains the dynamic link library (DLL) for plotting support using the DISLIN package (dislnc.dll). The init file (PricingTool.ini) is a list of products to be loaded when the program initializes, and refers to the XML product definition files in the xml subfolder. The subfolders in the PricingTool folder are:

  • – xml: meant to contain the product/model definitions in XML format. These XML files can be edited to modify the definitions either using any text or XML editor, or from the PricingTool interface.
  • – dll: holds the dynamic link libraries implementing models, based on the product–model ...