Kevin Keogh 785c546ba3 Fix bugs, clean up code, standardize MC Greeks

2017-07-25 23:10:05 -04:00

..

black_scholes.c

Fix bugs, clean up code, standardize MC Greeks

2017-07-25 23:10:05 -04:00

black_scholes.h

Changes in progress, added calculations for FinDiff greeks

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

gbm_mc.c

Fix bugs, clean up code, standardize MC Greeks

2017-07-25 23:10:05 -04:00

gbm_mc.h

Changes in progress, added calculations for FinDiff greeks

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

opt-pricer.c

Fix bugs, clean up code, standardize MC Greeks

2017-07-25 23:10:05 -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

Changes in progress, added calculations for FinDiff greeks

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

utils.h

Fix bugs, clean up code, standardize MC Greeks

2017-07-25 23:10:05 -04:00