Kevin Keogh
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fdaa472888
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Cleanup, updated README
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2017-08-13 23:16:01 -04:00 |
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Kevin
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095d6643d8
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Clang doesn't like the '=' in rpath
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2017-08-13 16:23:20 -04:00 |
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Kevin Keogh
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9092e65d6b
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Updated Makefile to use LGPL files as shared libraries
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2017-08-13 16:15:19 -04:00 |
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Kevin Keogh
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560dccfb4f
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Merge branch 'develop' of https://github.com/kevindkeogh/opt-pricer into develop
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2017-08-13 13:20:15 -04:00 |
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Kevin Keogh
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6fc6544611
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Sobol series works, need to change makefile to account for 2 functions that are LGPL
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2017-08-13 13:07:38 -04:00 |
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Kevin Keogh
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6587e1595f
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Adjust windows make command
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2017-08-12 23:49:16 -04:00 |
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Kevin
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61be7cce04
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Update README for multi-threading
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2017-07-31 13:14:13 -04:00 |
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Kevin Keogh
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186e8e40e9
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Style cleanup, add comments
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2017-07-31 00:05:43 -04:00 |
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Kevin
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0ec0e69bfe
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Made program multi-threaded
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2017-07-30 21:06:53 -04:00 |
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Kevin Keogh
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b1ca1c9097
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Fix bug where too many simulations were being run
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2017-07-30 18:03:07 -04:00 |
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Kevin Keogh
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824ed8441a
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Fix bug that seems to be causing some contention among the threads
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2017-07-30 17:19:28 -04:00 |
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Kevin Keogh
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7559bd23bb
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Add multi-threading
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2017-07-30 10:53:27 -04:00 |
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Kevin Keogh
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9d0ed876ac
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Update README for usage instructions
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2017-07-29 14:39:02 -04:00 |
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Kevin Keogh
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59656900da
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Updated README
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2017-07-28 21:19:27 -04:00 |
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Kevin Keogh
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ef0c6df011
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Remove old commented code
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2017-07-27 23:04:05 -04:00 |
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Kevin Keogh
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a28df367bf
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Complete all Greek calculations for BS and MC, add README
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2017-07-27 23:01:03 -04:00 |
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Kevin Keogh
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785c546ba3
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Fix bugs, clean up code, standardize MC Greeks
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2017-07-25 23:10:05 -04:00 |
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Kevin Keogh
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15d750abf1
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Changes in progress, added calculations for FinDiff greeks
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2017-07-24 22:58:41 -04:00 |
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Kevin Keogh
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58d17adfa2
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Should be able to cross-compile for Windows now
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2017-07-23 22:48:20 -04:00 |
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Kevin Keogh
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6a27b3c015
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Undo changes to makefile, need LDFlags for linux
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2017-07-23 21:29:41 -04:00 |
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Kevin
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a6a10e4a1f
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Fix help option and remove linker option from makefile
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2017-07-23 20:16:07 -04:00 |
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Kevin
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45afa03a00
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Merge branch 'master' of https://github.com/kevindkeogh/opt-pricer
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2017-07-23 20:07:52 -04:00 |
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Kevin
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f14f4a8700
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Added -h and long options
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2017-07-23 20:07:40 -04:00 |
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Kevin
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1d71c23f03
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Revert "variable name change"
This reverts commit 5081c3c2b1.
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2017-07-16 20:27:23 -04:00 |
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Kevin
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5081c3c2b1
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variable name change
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2017-07-16 12:19:58 -04:00 |
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Kevin Keogh
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806de6c597
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Merge branch 'master' of https://github.com/kevindkeogh/opt-pricer
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2017-04-17 23:52:48 -04:00 |
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Kevin Keogh
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0985dedd8f
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cleanup
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2017-04-17 23:52:36 -04:00 |
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Kevin
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dac191c251
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added comments, declared getopt externs
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2017-04-08 00:40:07 -04:00 |
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Kevin Keogh
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8912cbd751
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add gitignore
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2017-04-02 21:53:16 -04:00 |
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Kevin Keogh
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fae467e66c
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cleanup
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2017-04-02 21:48:56 -04:00 |
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Kevin Keogh
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0d9f68198e
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attribution for gaussian random number algorithm
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2017-04-02 21:16:42 -04:00 |
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Kevin Keogh
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50fd8df3aa
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remove dependency on cblas
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2017-04-02 21:13:55 -04:00 |
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Kevin Keogh
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a8a96ba17a
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move the math functions to a separate file; remove dependency on GSL due to license
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2017-04-02 21:11:51 -04:00 |
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Kevin Keogh
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d793ecb2fe
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merge 2 loops
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2017-04-02 18:50:01 -04:00 |
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Kevin Keogh
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fe5c68f149
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cleanup
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2017-04-02 16:21:15 -04:00 |
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Kevin Keogh
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75190e2d31
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suppress makefile output
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2017-04-02 15:52:39 -04:00 |
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Kevin Keogh
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bd0ecdc910
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Add install and uninstall commands to makefile
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2017-04-02 15:43:22 -04:00 |
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Kevin Keogh
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99b350a852
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Initial commit
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2017-04-02 15:35:28 -04:00 |
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