Программа С++, задание на англ языке

С++ программа для ВНЗ в Польше. Задание на англ языке в областе экономики и финансов, есть примеры заданий сделанных во время практических занятий.  Описание проекта в приложенном файле, плюс архив со всеми практическими.

Задание проекта (описание финансовых опционов есть в приложеном файле):

Write a C++ program that will run a Monte Carlo simulation to approximate the theoretical price of the
up-and-out put option with a barrier active in the second part of the period between the moment of pricing
and the option expiry.
Your code should be ready to price the option for any values of its characteristics, nevertheless please nd
the theoretical price for the following values:
price of the underyling at the moment of option pricing: S0 = 95,
strike price K = 100,
annualized volatility rate = 0.2
annualized risk-free rate r = 0.06
time to maturity t = 0.5
As far as the barrier level b is concerned, it's up to you. Choose a reasonable value, that will slightly infuence
the price of a corresponding non-barrier option. Try to avoid the barrier that will make the option price to
be zero.