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option-pricer-cpp

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A C++ port of Artur Sepp's original Numba-accelerated (pure) Python implementation.

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Name		Name	Last commit message	Last commit date
examples		examples
include		include
python		python
src		src
.gitignore		.gitignore
CMakeLists.txt		CMakeLists.txt
README.md		README.md

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option-pricer-cpp

A C++ port of Artur Sepp's original Numba-accelerated Python implementation.

About

A C++ port of Artur Sepp's original Numba-accelerated (pure) Python implementation.

3 stars

1 watching

Report repository

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