Kevin Keogh
|
785c546ba3
|
Fix bugs, clean up code, standardize MC Greeks
|
2017-07-25 23:10:05 -04:00 |
|
Kevin Keogh
|
15d750abf1
|
Changes in progress, added calculations for FinDiff greeks
|
2017-07-24 22:58:41 -04:00 |
|
Kevin Keogh
|
50fd8df3aa
|
remove dependency on cblas
|
2017-04-02 21:13:55 -04:00 |
|
Kevin Keogh
|
a8a96ba17a
|
move the math functions to a separate file; remove dependency on GSL due to license
|
2017-04-02 21:11:51 -04:00 |
|
Kevin Keogh
|
d793ecb2fe
|
merge 2 loops
|
2017-04-02 18:50:01 -04:00 |
|
Kevin Keogh
|
99b350a852
|
Initial commit
|
2017-04-02 15:35:28 -04:00 |
|