Kevin Keogh 186e8e40e9 Style cleanup, add comments

2017-07-31 00:05:43 -04:00

..

black_scholes.c

Complete all Greek calculations for BS and MC, add README

2017-07-27 23:01:03 -04:00

black_scholes.h

Changes in progress, added calculations for FinDiff greeks

2017-07-24 22:58:41 -04:00

gbm_mc.c

Style cleanup, add comments

2017-07-31 00:05:43 -04:00

gbm_mc.h

Add multi-threading

2017-07-30 10:53:27 -04:00

opt-pricer.c

Style cleanup, add comments

2017-07-31 00:05:43 -04:00

strptime.c

Should be able to cross-compile for Windows now

2017-07-23 22:48:20 -04:00

strptime.h

Should be able to cross-compile for Windows now

2017-07-23 22:48:20 -04:00

utils.c

Style cleanup, add comments

2017-07-31 00:05:43 -04:00

utils.h

Style cleanup, add comments

2017-07-31 00:05:43 -04:00