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examples/monte-carlo-calculator/README.md

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# A simple C++ Monte Carlo simulation calculator on AWS Lambda
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Estimate the value of a call option in C++ using Monte Carlo simulation.
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Calculate the value of a European vanilla call option in C++ using Monte Carlo simulation.
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Deploy the calculator to AWS Lambda.
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Call the calculator with a REST client such as curl.
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Invoke the calculator with a REST call.
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The number of simulations, `num_sims`, can be overriden with a query parameter.
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All other parameters are hard coded.
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