URGENT bu quick help on splitting a C++ file into a header and a main file

Dear Experts,

I am in a time crunch and would love it if you guys can help me sift through this code and split this code into 2 or more files: header files for the class definitions and a file to hold the main function.  Also can you please explain what #define does?

Thanks!





#include <iostream.h>
#include <string.h>
#include <fstream.h>
#include <math.h>

#define ERFCC_1  -1.26551223
#define ERFCC_2   1.00002368
#define ERFCC_3   0.37409196
#define ERFCC_4   0.09678418
#define ERFCC_5  -0.18628806
#define ERFCC_6   0.27886807
#define ERFCC_7  -1.13520398
#define ERFCC_8   1.48851587
#define ERFCC_9  -0.82215223
#define ERFCC_10  0.17087277

double erfcc(double x)
{

double t,z,ans;

z=fabs(x);

t=1.0/(1.0+0.5*z);

ans=t*exp(-z*z+ERFCC_1+t*
              (ERFCC_2+t*
              (ERFCC_3+t*
              (ERFCC_4+t*
              (ERFCC_5+t*
              (ERFCC_6+t*
              (ERFCC_7+t*
              (ERFCC_8+t*
              (ERFCC_9+t*
               ERFCC_10)))))))));

return  x >= 0.0 ? ans : 2.0-ans;
}

double CumStandardNormal(double x)
// The cumulative standard normal distribution
{
return( (1.0 - 0.5*erfcc(x/sqrt(2.0))) );
}

double CumNormal(double x, double mean, double stddev)
// The cumulative normal distribution
{
return(CumStandardNormal((x-mean)/stddev));
}

//4.)      Create a call option class that inherits from the stock option class.
//Research the Black Scholes option pricing formula and allow the user to set
// the necessary parameters to calculate the price of the call option.
class stock_option
{
public:
      stock_option(      std::string stock_symbol,std::string stock_option_symbol,
                              double stock_open_price,double stock_closing_price,
                    double stock_strike_price,int stock_matuity_moth,
                    int stock_matuity_year);
private:
      std::string symbol;
      std::string option_symbol;
      double open_price;
      double closing_price;
    double strike_price;
    int matuity_moth;
    int matuity_year;
};


stock_option::stock_option(std::string stock_symbol,std::string stock_option_symbol,
                        double stock_open_price,double stock_closing_price,
                double stock_strike_price,int stock_matuity_moth,
                int stock_matuity_year):
                symbol(stock_symbol),option_symbol(stock_option_symbol),
                open_price(stock_open_price),closing_price(stock_closing_price),
                strike_price(stock_strike_price),matuity_moth(stock_matuity_moth),
                matuity_year(stock_matuity_year){};

class call_option :public stock_option
{
public:
call_option(std::string stock_symbol,std::string stock_option_symbol,
                        double stock_open_price,double stock_closing_price,
                double stock_strike_price,int stock_matuity_moth,
                int stock_matuity_year):
                stock_option(stock_symbol,stock_option_symbol,
                        stock_open_price,stock_closing_price,stock_strike_price,
                stock_matuity_moth,stock_matuity_year){};
double GetC();
void sett(double tin){t=tin;};
void setK(double Kin){K=Kin;};
void setr(double rin){r=rin;};
void setS(double Sin){S=Sin;};
void setsigma(double sigmain){sigma=sigmain;};
private:
      double x();
      double t;//time to expiration: 95 days (95/365) must be used
      double K;//strike price: 80
      double r;//risk free rate: 4.5%
      double S;//underlying stock price 88.42
    double sigma;//volatility of stock: 20%
};

double e = exp(1);

double call_option::x()
{
      return (log(S/K)+(r+sigma*sigma/2)*t)/(sigma/sqrt(t));
};

double call_option::GetC()
{
      return S*CumStandardNormal(x())+K*exp(-r*t)*CumStandardNormal(x()-sigma*sqrt(t));
};

int main(int argc, char* argv[])
{
      call_option IBMOption("IBM","IBMAP.X",9.4,9.2,80,1,2004);
    IBMOption.sett(95.0/365);
      IBMOption.setK(80);
      IBMOption.setr(4.5);
      IBMOption.setS(88.42);
      IBMOption.setsigma(20);
    std::cout<<"Test data result is "<<IBMOption.GetC()<<std::endl;
      double t;
    std::cout<<"Enter tha value of t"<<std::endl;
    std::cin>>t;
    IBMOption.sett(t);
      double K;
    std::cout<<"Enter tha value of K"<<std::endl;
    std::cin>>K;
    IBMOption.setK(K);
      double r;
    std::cout<<"Enter tha value of r"<<std::endl;
    std::cin>>r;
    IBMOption.setr(r);
      double S;
    std::cout<<"Enter tha value of S"<<std::endl;
    std::cin>>S;
    IBMOption.setS(S);
    double sigma;
    std::cout<<"Enter tha value of sigma"<<std::endl;
    std::cin>>sigma;
    IBMOption.setsigma(sigma);

    std::cout<<"The result is "<<IBMOption.GetC()<<std::endl;
      return 0;
}