ddoebel/pricing

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Add __init__.py files

2026-03-25 20:30:01 +01:00

.gitea/workflows

Create option pricing engine structure, test architecture.

2026-03-08 10:15:23 +01:00

Create option pricing engine structure, test architecture.

2026-03-08 10:15:23 +01:00

Add __init__.py files

2026-03-25 20:30:01 +01:00

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

Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.

2026-03-12 12:10:13 +01:00

LICENSE

Initial commit

2026-03-03 21:52:20 +00:00

README.md

Create core structure

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README.md

pricing

Monte Carlo pricing of European options under Black–Scholes

Project structure