Poker: calc profit in tournaments Post: 302409220

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Top Forums Shell Programming and Scripting Poker: calc profit in tournaments Post 302409220 by rafazz on Wednesday 31st of March 2010 11:50:24 AM

03-31-2010

Registered User

Poker: calc profit in tournaments

Imagine that you play poker and the file 1.txt is your buy-in, and in 2.txt is your gains. I want to know the tournament that have more proffit and less proffit.

1.txt

Code:

aa:1000
bb:2000
cc:3000
dd:4000
ee:5000

2.txt

Code:

aa:0
bb:1000
cc:1500
dd:3000
ee:2000

Result: dd more profit; aa less profit

Last edited by vgersh99; 03-31-2010 at 12:57 PM.. Reason: code tags, PLEASE!

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discretehedging

DISCRETEHEDGING(1)					      General Commands Manual						DISCRETEHEDGING(1)

NAME

       DiscreteHedging - Example of using QuantLib

SYNOPSIS

       DiscreteHedging

DESCRIPTION

       DiscreteHedging is an example of using the QuantLib Monte Carlo simulation framework.

       By  simulation,	DiscreteHedging  computes  profit  and loss of a discrete interval hedging strategy and compares with the outcome with the
       results of Derman and Kamal's Goldman Sachs Equity Derivatives Research Note "When You Cannot Hedge Continuously: The Corrections to Black-
       Scholes".

SEE ALSO

       The source code DiscreteHedging.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), EquityOption(1), Fitted-
       BondCurve(1),  FRA(1),  MarketModels(1),  Replication(1),  Repo(1),  SwapValuation(1),  the   QuantLib	documentation	and   website	at
       http://quantlib.org, http://www.gs.com/qs/doc/when_you_cannot_hedge.pdf

AUTHORS

       The QuantLib Group (see Authors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.

QuantLib							 20 September 2001						DISCRETEHEDGING(1)