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} // generate r-tree for (i = 0; i <= jmax+1; i++) { for (j = i; j >= -i; j--) { r[i][j] = j*dr; } } // initialize Q[0][0] = 1.0; B[0] = 1.0; alpha[0] = inityield; // log(r1[0]); // calculate bond prices based on initial term structure for (i = 0; i <= N; i++) { B[i+1] = exp(-zero[i]*(i+1)*dt); } // second stage of HW procedure for (jmax = 0; jmax < N; jmax++) { // reinitialize values for next iteration i = jmax; sum = 0; error = 0.10; Q[0][0] = 1.0; // determine Q[i][j] for i = m+1 if (i == 1) { Q[1][1] = Q[0][0]*pu1[0][0]*d[0][0]; Q[1][0] = Q[0][0]*pm1[0][0]*d[0][0]; Q[1][-1] = Q[0][0]*pd1[0][0]*d[0][0]; } else if (i == 2) { Interfaces Other UNIX-like operating systems might use gzip or another program called compress, which uses a different version of the Lempel-Ziv coding and is generally used with the tar command for archiving data. The gzip command can compress (ASCII) files by as much as 80 percent. By default, gzip names the compressed file with the original filename but appends .gz to the end of the filename to indicate that it is a compressed Transaction Contribute Contribute Withdraw Withdraw Before Asset Value Goes Up Goes Down Goes Up Goes Down Effect on Performance Positive Negative Negative Positive
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