生成C++的代码，关于BSM期权定价

好的，以下是关于BSM期权定价的C++代码，代码中会用到一些数学函数，请确保已经引入了相关的头文件。

#include <cmath>

double blackScholes(double spotPrice, double strikePrice, double timeToMaturity, double riskFreeRate, double volatility)
{
    double d1 = (log(spotPrice / strikePrice) + (riskFreeRate + 0.5 * pow(volatility, 2)) * timeToMaturity) / (volatility * sqrt(timeToMaturity));
    double d2 = d1 - volatility * sqrt(timeToMaturity);

    double callPrice = spotPrice * N(d1) - strikePrice * exp(-riskFreeRate * timeToMaturity) * N(d2);
    double putPrice = strikePrice * exp(-riskFreeRate * timeToMaturity) * N(-d2) - spotPrice * N(-d1);

    return (callPrice + putPrice) / 2.0;
}

double N(double x)
{
    const double root = sqrt(0.5);
    const double a1 = 0.31938153;
    const double a2 = -0.356563782;
    const double a3 = 1.781477937;
    const double a4 = -1.821255978;
    const double a5 = 1.330274429;
    const double pi = 3.14159265358979323846;

    double k = 1.0 / (1.0 + 0.2316419 * fabs(x));
    double c = (1.0 / root) * exp(-0.5 * pow(x, 2));
    double d = a1 * k + a2 * pow(k, 2) + a3 * pow(k, 3) + a4 * pow(k, 4) + a5 * pow(k, 5);
    double result = (1.0 / (sqrt(2.0 * pi))) * c * d;

    if (x > 0.0) {
        result = 1.0 - result;
    }

    return result;
}

这段代码实现了Black-Scholes-Merton（BSM）期权定价模型的计算，其中包括了欧式看涨期权和看跌期权的计算。其中，`blackScholes`函数接受五个参数：标的资产价格、执行价格、到期时间、无风险利率和波动率，返回的结果是期权的价格。`N`函数是标准正态分布的累积分布函数，用于计算期权定价公式中的$N(d_1)$和$N(d_2)$。