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Analyzed about 8 hours ago. based on code collected about 24 hours ago.

Commit Message	Contributor	Files Modified	Lines Added	Lines Removed	Code Location	Date
Aug 20, 2025 — Aug 20, 2026 Showing page 613 of 629 Search / Filter on:
Destructor already implemented in base class	Marco Marchioro	More...				over 25 years ago
Specialization of PathMonteCarlo useful for pricing option depending on multiple factors	Marco Marchioro	More...				over 25 years ago
MultivariateAccumulator does NOT have to be initialized with the size of data	Marco Marchioro	More...				over 25 years ago
Method added: Array diagonal(void) const; to obtain the diagonal of a Matrix as an Array	Marco Marchioro	More...				over 25 years ago
Remark updated	Marco Marchioro	More...				over 25 years ago
The default choice for the multi-path generator	Marco Marchioro	More...				over 25 years ago
Template class for a multi-path generator	Marco Marchioro	More...				over 25 years ago
The default gaussian array generator	Marco Marchioro	More...				over 25 years ago
PathGenerator replaced by RandomArrayGenerator	Marco Marchioro	More...				over 25 years ago
The class RandomArrayGenerator is a generalization of the template class PathGenerator	Marco Marchioro	More...				over 25 years ago
no message	Ferdinando Ametrano	More...				over 25 years ago
added TermStructure.py to the test directive	Ferdinando Ametrano	More...				over 25 years ago
almost a test	Ferdinando Ametrano	More...				over 25 years ago
Now using OneFactorMonteCarloOption	Marco Marchioro	More...				over 25 years ago
Documentation revised	Marco Marchioro	More...				over 25 years ago
Template class updated	Marco Marchioro	More...				over 25 years ago
MonteCarlo1D obsolete, replaced by OneFactorMonteCarloOption	Marco Marchioro	More...				over 25 years ago
Special cases of a PathMonteCarlo defined for convenience in single- and multi-factor Monte Carlo option-pricing	Marco Marchioro	More...				over 25 years ago
PathMonteCarlo combines a statistic accumulator, a path generator and a path pricer into a general tool for Monte Carlo evaluations using paths.	Marco Marchioro	More...				over 25 years ago
Documentation updated	Marco Marchioro	More...				over 25 years ago
GeneralMonteCarlo contains the basic ideas of any Monte Carlo simulation: sample from a "sample generator" and accumulate in a "sample accumulator".	Marco Marchioro	More...				over 25 years ago
Modified to accomodate code-sharing with multi-dimensional Monte Carlo	Marco Marchioro	More...				over 25 years ago
no message	Ferdinando Ametrano	More...				over 25 years ago
no message	Ferdinando Ametrano	More...				over 25 years ago
Now the covariance() method is consistent with the variance() method of the class Statistics	Marco Marchioro	More...				over 25 years ago
wrapping fixed	Luigi Ballabio	More...				over 25 years ago
MultiPath, the first step for a multi-dimensional Monte Carlo	Marco Marchioro	More...				over 25 years ago
Added helper functions to make iterators	Luigi Ballabio	More...				over 25 years ago
Fixed include paths in makefiles	Luigi Ballabio	More...				over 25 years ago
Included outer product and sqrt into matrix.h	Luigi Ballabio	More...				over 25 years ago

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