kevindkeogh/opt-pricer
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  • 391273bb35 Fix memory leak master Kevin Keogh 2018-08-03 17:16:46 -04:00
  • d2679da8c8 Set filetypes, github not interpreting right Kevin Keogh 2017-08-13 23:48:48 -04:00
  • fdaa472888 Cleanup, updated README develop Kevin Keogh 2017-08-13 23:16:01 -04:00
  • 095d6643d8 Clang doesn't like the '=' in rpath Kevin 2017-08-13 16:23:20 -04:00
  • 9092e65d6b Updated Makefile to use LGPL files as shared libraries Kevin Keogh 2017-08-13 16:15:19 -04:00
  • 560dccfb4f Merge branch 'develop' of https://github.com/kevindkeogh/opt-pricer into develop Kevin Keogh 2017-08-13 13:20:15 -04:00
  • 6fc6544611 Sobol series works, need to change makefile to account for 2 functions that are LGPL sobol Kevin Keogh 2017-08-13 13:07:38 -04:00
  • 6587e1595f Adjust windows make command multi-threading Kevin Keogh 2017-08-12 23:49:16 -04:00
  • 61be7cce04 Update README for multi-threading Kevin 2017-07-31 13:14:13 -04:00
  • 186e8e40e9 Style cleanup, add comments Kevin Keogh 2017-07-31 00:05:43 -04:00
  • 0ec0e69bfe Made program multi-threaded Kevin 2017-07-30 21:06:53 -04:00
  • b1ca1c9097 Fix bug where too many simulations were being run Kevin Keogh 2017-07-30 18:03:07 -04:00
  • 824ed8441a Fix bug that seems to be causing some contention among the threads Kevin Keogh 2017-07-30 17:19:28 -04:00
  • 7559bd23bb Add multi-threading Kevin Keogh 2017-07-30 10:53:27 -04:00
  • 9d0ed876ac Update README for usage instructions Kevin Keogh 2017-07-29 14:39:02 -04:00
  • 59656900da Updated README Kevin Keogh 2017-07-28 21:19:27 -04:00
  • ef0c6df011 Remove old commented code Kevin Keogh 2017-07-27 23:04:05 -04:00
  • a28df367bf Complete all Greek calculations for BS and MC, add README Kevin Keogh 2017-07-27 23:01:03 -04:00
  • 785c546ba3 Fix bugs, clean up code, standardize MC Greeks Kevin Keogh 2017-07-25 23:10:05 -04:00
  • 15d750abf1 Changes in progress, added calculations for FinDiff greeks Kevin Keogh 2017-07-24 22:58:41 -04:00
  • 58d17adfa2 Should be able to cross-compile for Windows now Kevin Keogh 2017-07-23 22:48:20 -04:00
  • 6a27b3c015 Undo changes to makefile, need LDFlags for linux Kevin Keogh 2017-07-23 21:29:41 -04:00
  • a6a10e4a1f Fix help option and remove linker option from makefile Kevin 2017-07-23 20:16:07 -04:00
  • 45afa03a00 Merge branch 'master' of https://github.com/kevindkeogh/opt-pricer Kevin 2017-07-23 20:07:52 -04:00
  • f14f4a8700 Added -h and long options Kevin 2017-07-23 20:07:40 -04:00
  • 1d71c23f03 Revert "variable name change" Kevin 2017-07-16 20:27:23 -04:00
  • 5081c3c2b1 variable name change Kevin 2017-07-16 12:19:58 -04:00
  • 806de6c597 Merge branch 'master' of https://github.com/kevindkeogh/opt-pricer Kevin Keogh 2017-04-17 23:52:48 -04:00
  • 0985dedd8f cleanup Kevin Keogh 2017-04-17 23:52:36 -04:00
  • dac191c251 added comments, declared getopt externs Kevin 2017-04-08 00:40:07 -04:00
  • 8912cbd751 add gitignore Kevin Keogh 2017-04-02 21:53:16 -04:00
  • fae467e66c cleanup Kevin Keogh 2017-04-02 21:48:56 -04:00
  • 0d9f68198e attribution for gaussian random number algorithm Kevin Keogh 2017-04-02 21:16:42 -04:00
  • 50fd8df3aa remove dependency on cblas Kevin Keogh 2017-04-02 21:13:55 -04:00
  • a8a96ba17a move the math functions to a separate file; remove dependency on GSL due to license Kevin Keogh 2017-04-02 21:11:51 -04:00
  • d793ecb2fe merge 2 loops Kevin Keogh 2017-04-02 18:50:01 -04:00
  • fe5c68f149 cleanup Kevin Keogh 2017-04-02 16:21:15 -04:00
  • 75190e2d31 suppress makefile output Kevin Keogh 2017-04-02 15:52:39 -04:00
  • bd0ecdc910 Add install and uninstall commands to makefile Kevin Keogh 2017-04-02 15:43:22 -04:00
  • 99b350a852 Initial commit Kevin Keogh 2017-04-02 15:35:28 -04:00