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Tree [605752] master / History
| File | Date | Author | Commit |
|---|---|---|---|
| Example | 2014-01-13 |
Pierre Delaunay
|
[edbb91] Fix |
| Test | 2014-01-13 |
Pierre Delaunay
|
[edbb91] Fix |
| build | 2014-01-17 |
Pierre
|
[534970] fix |
| links | 2013-12-21 |
Pierre Delaunay
|
[767ffd] VC compatibility |
| old files | 2014-01-11 |
Pierre Delaunay
|
[1e924a] Cleaning |
| src | 2014-01-17 |
Pierre
|
[605752] cleaning |
| .gitignore | 2013-12-27 |
Pierre Delaunay
|
[241024] Polynomial II |
| LICENSE | 2013-12-03 |
Setepenre
|
[618afe] Reinit |
| README.md | 2014-01-17 |
Pierre
|
[5a76b0] Readme |
Read Me
vanagandr
Dependencies
- Boost ( Function pointer, Argument Binding, Statistical Distribution )
- Eigen3 ( Matrix Algebra)
Dependencies' Licence
- Boost : http://www.boost.org/users/license.html
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Eigen3 : Free Software. Starting from the 3.1.1 version, it is licensed under the MPL2, which is a simple weak copyleft license.
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Tested and developed on Linux - Fedora / Windows 7
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Compiled with gcc / VC2010 / MinGW
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Latest Addition
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Future Addition
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Currently
- CashFlow (Bond)
- YieldCurve
- Option Valuation
- MonteCarlo
- European
- Asian
- MonteCarlo
- Markowitz Efficient Frontier Computation
- Minimal Variance portfolio
- Market Portfolio
- With Riskfree Asset
- With/without Borrowing Rate
- interpolation
- Polynomial
- Log/Linear
- Cubic Spline interpolation (=D)
- integration
- rectangle
- Trapezoidal
- Simpson
- polynomial Function
- Integration (real)
- Derivate (real)
- Geometric Brownian Motion
