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Update cmake to run with c++11+ standards

Status: Open.

#95 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Nov 18, 2023

Add yield curve construction code

Status: Open.

#94 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Nov 17, 2023

Add python analytics to analyse basket option behaviours

good first issueGood for newcomersGood for newcomers

Status: Open.

#92 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Nov 7, 2023

Add support for basket options under CV pricing

Status: Open.

#87 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Nov 6, 2023

Improve asian averaging implementation logic

Status: Open.

#85 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Nov 4, 2023

Change raw pointers to smart pointers

Status: Open.

#84 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Nov 4, 2023

Pricing Barrier option with vanilla as control variate - fix

Status: Open.

#78 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Nov 1, 2023

Build another simulation model

Status: Open.

#74 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Oct 31, 2023

Control random number seed

Status: Open.

#72 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Oct 31, 2023

Amend cmake to support debugging of unit tests

enhancementNew feature or requestNew feature or request

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#61 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Oct 29, 2023

Convergence analysis for different tree structures/payoffs

good first issueGood for newcomersGood for newcomers

Status: Open.

#45 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Oct 24, 2023

Add FDM for risks

enhancementNew feature or requestNew feature or request

Status: Open.

#41 In ccjeremylo/FinEng-in-IRFX;

· ccjeremylo opened on Oct 24, 2023