Migrate to build the program using g++ and reorganize the Makefiles
Early report update
Add newton-raphson method and formula for calculating volatility from European call price
Separate Tools.a from YieldCurve.a
Add codes in Utility that are relating to the finding the votality to namespace Votality
Implement Box Muller Algorithm Method 2 (RNG)
1. Add start Date property in the Yield Curve Instance; 2. Add Monte Carlo Simulation for the stock price prediction
Add Yield curve testing data
1. Reorganize the src to core part and app part; 2. Write the program for Assignment part 1
Add the program for Assignment part 2, but the result is not correct
Fix the formula for calculation volatility
Fix the bug in MonteCarloSimulation which I should get the discount factor of the future date, but I actually use the zero coupon rate
Add the testing case for random number generator
Read index, steps, and rounds (for monte-carlo simulation) from the option input
Check if the date if workday or not, if not proceed to work day before processing
Check if the date if workday or not, if not proceed to work day before processing
Fix most TODOs and FIXs
Modify the test cases for construct yield curve
Integrated all the tests into one test program
Delete fake instrument definitions automatically when disposing the yield curve definition classes