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C++ is a statically typed, free-form, multi-paradigm, compiled, general-purpose programming language. This tag should be used for any question which requires knowledge or expertise with the C++ programming language. This is a general tag which is used for any of the C++ language standards (C++98, C++11, C++17, etc.). The question should identify the compiler being used, the operating system, and which of the C++ standards is being targeted.

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Performance issues with Trinomial Tree to calculate price of option

My advice: Precompute whatever is possible to precompute. I would say: all those vol*vol, x*x (especially before the double division /x/x). Your compiler may be smart enough to make some optimizatio …
Mago's user avatar
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5 votes
Accepted

Not sure if I missed some obvious CPU brakes

Pre-computing things is useful when it is possible. As some one has already said in your case may be advisable to precomunte things as Width/2. But, if Width is defined through a "Define" your compile …
Mago's user avatar
  • 91