我正在尝试使用下面的输入值运行以下代码。现在当我运行它我得到以下错误,我读到一些地方,这是由于我的2,txt文件看起来很乱,如果我不保存在UTF-16位,这是可能的吗?
At line 11 of file bndry.f (unit = 5, file = '2.txt')
Fortran runtime error: Bad real number in item 1 of list input
主要代码:
IMPLICIT NONE
INTEGER MS,NS,JS,N,I
PARAMETER(MS=50000,NS=50000)
REAL*8 S,K,TAU,SIGMA,R,DELTA,SMIN,SMAX,DTAU,ALPHA,BETA,LAM
REAL*8 V(0:MS),BD(0:NS),T(0:NS)
COMMON/OUTPUT/V,BD,T
OPEN(UNIT=5, FILE='2.f')
WRITE(6,*) S,K,TAU,SIGMA,R,DELTA,DTAU
READ(5,*) S,K,TAU,SIGMA,R,DELTA,DTAU
N = TAU/DTAU
ALPHA = 2.0D0*R/SIGMA**2
BETA = 2.0D0*(R-DELTA)/SIGMA**2
LAM = (BETA-1.0D0) + DSQRT((BETA-1.0D0)**2+4.0D0*ALPHA)
LAM = LAM/2.0D0
SMIN = K/(1.0D0+1.0D0/LAM) ! PERPETUAL BOUNDARY
SMAX = 10.0D0*K
CALL EXP_DIFF(S,K,TAU,SIGMA,R,DELTA,SMAX,SMIN,DTAU,JS)
WRITE(6,*) 'PRICE: ', V(JS)
DO I = 0, N
WRITE(2,10) T(I),BD(I)
ENDDO
10 FORMAT(1X,2F14.8)
STOP
END
C=======================================================================
SUBROUTINE EXP_DIFF(S,K,TAU,SIGMA,R,DELTA,SMAX,SMIN,DTAU,JS)
IMPLICIT NONE
INTEGER MS,NS,JS,M,N,I,J,IEARLY
PARAMETER(MS=50000,NS=50000)
REAL*8 S,K,TAU,SIGMA,R,DELTA,XMIN,XMAX,DTAU,DX,ALPHA,SMIN,SMAX,
& P1,P2,P3,VC,A,B
REAL*8 VE(0:MS),V(0:MS),BD(0:NS),T(0:NS)
COMMON/OUTPUT/V,BD,T
IF (S.GT.SMAX) THEN
STOP 'THE OPTION IS WORHTLESS'
ENDIF
IF (S.LT.SMIN) THEN
STOP 'THE OPTION WORTHS K-S FOR CERTAIN'
ENDIF
XMIN = DLOG(SMIN)
XMAX = DLOG(SMAX)
DX = SIGMA*DSQRT(3.0*DTAU)
JS = (DLOG(S)-XMIN)/DX
DX = (DLOG(S)-XMIN)/FLOAT(JS)
ALPHA = R - DELTA - SIGMA**2/2.0
P1 = SIGMA**2*DTAU/(2.0*DX**2) + ALPHA*DTAU/(2.0*DX)
P2 = 1.0 - SIGMA**2*DTAU/DX**2
P3 = 1.0 - P1 -P2
P1 = P1/(1.0+R*DTAU)
P2 = P2/(1.0+R*DTAU)
P3 = P3/(1.0+R*DTAU)
WRITE(6,*) 'P1,P2,P3',P1,P2,P3
IF (P1.LT.0.0.OR.P2.LT.0.0.OR.P3.LT.0.0) STOP 'DECREASE DTAU'
M = (XMAX-XMIN)/DX
N = TAU/DTAU
IF (M.GT.MS.OR.N.GT.NS) STOP 'INCREASE MS AND NS'
DO J = 0, M
VE(J) = MAX(K-DEXP(J*DX+XMIN),0.0)
V(J) = VE(J)
ENDDO
BD(0) = K
T(0) = 0.0
DO I = 1, N
IEARLY = 0
A = V(M)
B = V(M-1)
DO J = M-1, 1, -1
VC = P1*A+P2*B+P3*V(J-1)
IF (VC.LT.VE(J).AND.IEARLY.EQ.0) THEN
BD(I) = DEXP(XMIN+J*DX)
T(I) = DTAU*DFLOAT(I)
IEARLY = 1
ENDIF
V(J) = MAX(VC, VE(J))
A = B
B = V(J-1)
ENDDO
ENDDO
RETURN
END
2.f文件中的数据:
S = 100.0DO
K = 100.0D0
TAU = 3.0D0
SIGMA = 0.2D0
R = 0.08D0
DELTA = 0.04D0
DTAU = 0.03D0
答案 0 :(得分:1)
JS
即将归零。然后你除以它。
为什么JS
是一个INTEGER?
答案 1 :(得分:0)
您正在尝试读取变量的名称。输入文件可以正常工作:
100.0D0
100.0D0
3.0D0
0.2D0
0.08D0
0.04D0
0.03D0
第一行的最后一个是资本O.