From 59656900da1d6c8a1e5b122cd907e4152f23cc55 Mon Sep 17 00:00:00 2001 From: Kevin Keogh Date: Fri, 28 Jul 2017 21:19:27 -0400 Subject: [PATCH] Updated README --- README | 1 + build/opt-pricer | Bin 0 -> 18720 bytes 2 files changed, 1 insertion(+) create mode 100755 build/opt-pricer diff --git a/README b/README index dd83d0d..13cd3b2 100644 --- a/README +++ b/README @@ -10,3 +10,4 @@ TODO: 1. Find a C implementation for Sobol sequence so that Gamma convergence is faster 2. Tests... + 3. Parallelize code diff --git a/build/opt-pricer b/build/opt-pricer new file mode 100755 index 0000000000000000000000000000000000000000..152ac7613cd53c6af15188b2f5135ccee8a1b198 GIT binary patch literal 18720 zcmeHPdw7)9nLoJGKU?@-78X4QkY7q>}!muVVjGy#G5g#h?A06$j)Idrm>6J zG;l0A!-i9j@{>Z(h9c zDu2Dh-`v{K>F6w6>{z_e8EkVd;Poc^B)f9$dR~%>qXvq6o`r|{0Ofzrt z984nr9{5>!;uCduEuINFBZ>VJ$V=pZW)k`TNFx8!B>dw^_=~~U@WiLpU}*77(Cv5< z`FTeY{;Ns&hm!Ca`fm$$*Tu}Us$z|&-WTvSHU~q#K*gF8e_N}s!n@h;V;)aqOIxca z81e=}9uM=Z-s)K=Is#7o$buu*2vo1ZehW11VU71V_Qo*6G+q5e*|fy3z&{oLd;dEm`_Cx zX{6v^2O!NC8lK@xFN4@Lc3BDtq!d^j0Hk~up3p_j=g^9C74nJKF`MXgwp7xynwv9e zW?320rxJuLfRs<=@hM{L{pQG?&0)nL{n3b4siMpL{k%w?&9<_L{B5So6}DaJ)P)wP9GwgnsT(3)4wK~ znsBs?)4wE|y6UKl(?2Dey69*=r+-8=HSMUz=^qeHO*(4l^mmA+rW|FQ{ua^Hgrj4h zfsuO$(bROKBb?q&G&R}iFsBdYYOG-wXr790D%$X?=|GFt7gZF6KUrUHg#Wa>V8Zz3 zsXPS9-M?2KMy|X6VV!i0qoq0zZoSc$o|{LUaIc;N$$}ww_`@?c`=Tdu7<=D%h#Pf> zPoJ@6?bYv=s_lT>Mkh!5tMz*0Xs_N)6cUWr6NGxfg!v1&8$N3O0Kn+)6*j`@I^o?A zGQy>LhS6WDcM@hNtevnN+q_cb_GcbMMUDP!&-sk43LiJZ@0Nz&Hb41vVxnh!!q!U* zc#pZZXFTtgXCdWBr!(r(?=VshO}u8C$BGV6a8K?t`YQAsqkqwKSV2F$O^40C!h#|5 zQn&>}9rx{{zID=Sn@3JDb1Aw?!I05+KaWbiarImtCfl9or^CWGAET&l+*DLuw5h13 z$a5GruOOTKi++aX(j7hn>*h7EJ-P(tH|#?GIU@fao_~V!FQok0Jiq7w@7kFlM7{fF z>7#B=aev7FjM1eeE8|k3H;sOEl14sax9F>|K01f9PYO1_wA5 zdOJA7#QB=wRO_AK94F3|g7bh*g@QRk%nQLR4e!^x;UYmhpu2y+J_d-8KY~u_4!`H_ ze?X_H_)!`I?(hUU%uam(A{@ylo$y|LmxP+gxL3cMGalA=6T`4wDLM#r?$vW-Rvw^% zj!Wet<9>aR80fFmWJdq}+%cX}C?p=x_b9{##N6=-b-nCa+|g0#;M-;svBRg$GK^v) z{EC@}@q-Zl!OqwLni$N>A%KYO=jPmfd-Wl1*1lIKv+ll!^)kVDSh&=4svY9FyD?E3 z;r~8UYO~+3mmws-qOYejwyIC?d;m78a7=Jcf%5=YCh2?i5wZttr%oSag!SsjL>c$% z;{p*eLqR)rI|-4@fY3wGhR86A*s1T6Sg*c^7nZeO9~8)5eLx@xyFeb`vjUGHjd33S zZh^S4|dd96r_|2_z zs0I0QnYHNvWlW4fSlHimm{!Tj@*bu9^~N{fuQ zObl-t-AdPFdrqc zzVdP7&SyGaE*RQ)cvnxCo{@qvTmng>-*OEB+ww#3O~eEHi$dN_Ga77phk?2EJhWlv zEZ*SgTN-%vdJf*zy4`&FLq4)O8$BrxN>5-Y9)b$8fq_Ebf_T*kp3L86QJ1J51^)6G zTjd|A5VMjSsiNhp=dnV#64f3?-}Iv^#WLB`S;%bn?8gwnn*8x7%~1`zVB{GX!Ae{G z1mM$nj-f~w+^l{QNF9)>-vZf~amMC(3gYBZ_8RU-Wm*0iTTNz}Ag)J$&!U&z$TL5n zRkkk;oRXXd+v&&gU<#{t!HS)<<`Y83?Hj3@2e}qXIEoTVke@{_xM4mt)zCXh48bHf zlz9|0C+rw`F!&oXNKHa7GI%pLcs}>6uLNrlckV1~7H9MfrNFfr;gWV^x3RPs8f4IO zglxD-!)5E=j<{jHF2@!O6-2y7D1+BTRSp3VWxb2tL0l9*&-qEGo5(I+cFQZ+j==>u z|HG*U$@4^Eg)@_3T%hmR9TD^^%E{yZ7Jq9 zsqM#UJ)^d_mscXZFHy0zq664#VS9cKTz(GjJ&Wj3cPfWb&wouaoiEz{t`0>)hj-4= z8cxtYY$HtrQT?0tm!D#DX<~+o*+U)&gNE{sLbfBrIJ%O$I~wdZyZQJBiZ82ur=*66=(5cMl~yx
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