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High Activity
Commits
: Listings
Analyzed
about 5 hours
ago. based on code collected
about 5 hours
ago.
Feb 15, 2025 — Feb 15, 2026
Showing page 586 of 602
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Contributor
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Code Location
Date
Added SWIGPYTHON flag to wrapper compilation
Luigi Ballabio
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about 25 years ago
Added factories
Luigi Ballabio
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about 25 years ago
Removed warning message
Luigi Ballabio
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about 25 years ago
Added tridiagonal Identity and algebra
Luigi Ballabio
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about 25 years ago
Added module name in warning message
Luigi Ballabio
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about 25 years ago
Monte Carlo tools updated
Marco Marchioro
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about 25 years ago
Wrappers updated
Marco Marchioro
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about 25 years ago
Example of Monte Carlo pricer on mutiple assets
Marco Marchioro
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about 25 years ago
MonteCarloTools.i added
Marco Marchioro
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about 25 years ago
Basic swig interface for Monte Carlo tools
Marco Marchioro
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about 25 years ago
BasketPathPricer compilation added to makefile
Marco Marchioro
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about 25 years ago
Example of a path pricer depending on multiple factors
Marco Marchioro
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about 25 years ago
Base class for multi-factor pricers
Marco Marchioro
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about 25 years ago
Include-guard redefined
Marco Marchioro
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about 25 years ago
Destructor already implemented in base class
Marco Marchioro
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about 25 years ago
Specialization of PathMonteCarlo useful for pricing option depending on multiple factors
Marco Marchioro
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about 25 years ago
MultivariateAccumulator does NOT have to be initialized with the size of data
Marco Marchioro
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about 25 years ago
Method added: Array diagonal(void) const; to obtain the diagonal of a Matrix as an Array
Marco Marchioro
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about 25 years ago
Remark updated
Marco Marchioro
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about 25 years ago
The default choice for the multi-path generator
Marco Marchioro
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about 25 years ago
Template class for a multi-path generator
Marco Marchioro
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about 25 years ago
The default gaussian array generator
Marco Marchioro
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about 25 years ago
PathGenerator replaced by RandomArrayGenerator
Marco Marchioro
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about 25 years ago
The class RandomArrayGenerator is a generalization of the template class PathGenerator
Marco Marchioro
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about 25 years ago
no message
Ferdinando Ametrano
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about 25 years ago
added TermStructure.py to the test directive
Ferdinando Ametrano
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about 25 years ago
almost a test
Ferdinando Ametrano
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about 25 years ago
Now using OneFactorMonteCarloOption
Marco Marchioro
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about 25 years ago
Documentation revised
Marco Marchioro
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about 25 years ago
Template class updated
Marco Marchioro
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about 25 years ago
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