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base repository: WangQianrong/qdp-python
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base: main
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head repository: duzb/qdp-python
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compare: main
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  • 9 commits
  • 10 files changed
  • 2 contributors

Commits on Feb 25, 2021

  1. Merge pull request #4 from WangQianrong/main 

    Add double touch option with tests and another five examples
    @songliao
    songliao authored Feb 25, 2021
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Commits on Feb 26, 2021

  1. add an external sobol random number generator

    @songliao
    songliao committed Feb 26, 2021
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  2. Merge branch 'main' of https://github.com/songliao/qdp-python into main

    @songliao
    songliao committed Feb 26, 2021
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Commits on Mar 3, 2021

  1. a file about barrier option

    @songliao
    songliao committed Mar 3, 2021
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  2. image used for the md

    @songliao
    songliao committed Mar 3, 2021
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  3. Update README.md

    @songliao
    songliao authored Mar 3, 2021
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Commits on Mar 8, 2021

  1. Add get_sobol_eps def, calc_path def and plot mc path example

    qianrong wang
    qianrong wang committed Mar 8, 2021
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  2. Merge pull request #5 from WangQianrong/Sobol-eps 

    Add get_sobol_eps def, calc_path def and plot mc path example
    @songliao
    songliao authored Mar 8, 2021
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  3. remove QuantLib

    qianrong wang
    qianrong wang committed Mar 8, 2021
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