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David Doebel 61df0b425d
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Ingestion for UBS data draft
2026-03-25 21:54:05 +01:00
.gitea/workflows
Ingestion for UBS data draft
2026-03-25 21:54:05 +01:00
docs
Create option pricing engine structure, test architecture.
2026-03-08 10:15:23 +01:00
src
Ingestion for UBS data draft
2026-03-25 21:54:05 +01:00
tests
Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.
2026-03-12 12:10:13 +01:00
CMakeLists.txt
Ingestion for UBS data draft
2026-03-25 21:54:05 +01:00
LICENSE
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README.md
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README.md

pricing

Monte Carlo pricing of European options under Black–Scholes

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Description
Monte Carlo pricing of European options under Black–Scholes
Readme MIT 1.1 MiB
Languages
Python 67.8%
C++ 28.9%
CMake 3.3%