This is martingalePricing.

You will find 4 subdirectories:

Doc - contains doc.ps

Source - the source code for the library

Test - holds testing code:

       a) generate - this will ask the user questions about an 
                     underlying/derivative and generate cpp code + Makefile
       b) testlib  - runs an extensive test suite on the library
       c) values   - outputs values for many possible underlying/derivative 
                     combinations

UnderlyingTest - test code for the underlying part of the library

