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Commits : Listings

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