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FTQuant
0.1
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Files | |
| file | BlackSholes.cpp [code] |
| file | LocalVolatility.cpp [code] |
| file | MonteCarlo.cpp [code] |
| This file contains the implementation of the MonteCarloResult and MonteCarloPricer classes. | |
| file | PartialDiffEq.cpp [code] |
| This file contains the implementation of the PartialDiffEqPricer methods. | |
| file | RectBivariateSpline.cpp [code] |
| file | SyntaxParser.cpp [code] |
| This file contains the implementation of the SyntaxParser methods. | |
| file | ThomasAlgorithm.cpp [code] |