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Analyzed 1 day ago. based on code collected 1 day ago.
Jan 04, 2025 — Jan 04, 2026
Commit Message Contributor Files Modified Lines Added Lines Removed Code Location Date
Template class updated More... almost 25 years ago
MonteCarlo1D obsolete, replaced by OneFactorMonteCarloOption More... almost 25 years ago
Special cases of a PathMonteCarlo defined for convenience in single- and multi-factor Monte Carlo option-pricing More... almost 25 years ago
PathMonteCarlo combines a statistic accumulator, a path generator and a path pricer into a general tool for Monte Carlo evaluations using paths. More... almost 25 years ago
Documentation updated More... almost 25 years ago
GeneralMonteCarlo contains the basic ideas of any Monte Carlo simulation: sample from a "sample generator" and accumulate in a "sample accumulator". More... almost 25 years ago
Modified to accomodate code-sharing with multi-dimensional Monte Carlo More... almost 25 years ago
no message More... almost 25 years ago
no message More... almost 25 years ago
Now the covariance() method is consistent with the variance() method of the class Statistics More... almost 25 years ago
wrapping fixed More... almost 25 years ago
MultiPath, the first step for a multi-dimensional Monte Carlo More... almost 25 years ago
Added helper functions to make iterators More... almost 25 years ago
Fixed include paths in makefiles More... almost 25 years ago
Included outer product and sqrt into matrix.h More... almost 25 years ago
Added Matrix.i More... almost 25 years ago
*** empty log message *** More... almost 25 years ago
Included in matrix.cpp More... almost 25 years ago
Allocation bug fixed More... almost 25 years ago
Included in matrix.h More... almost 25 years ago
JacobiDecomposition renamed SymmetricSchurDecomposition More... almost 25 years ago
JacobiDecomposition renamed SymmetricSchurDecomposition More... almost 25 years ago
JacobiDecomposition renamed SymmetricSchurDecomposition More... almost 25 years ago
math files added More... almost 25 years ago
Library page increased to 32 in release mode More... almost 25 years ago
Added iterator combining-iterator More... almost 25 years ago
style redefined More... almost 25 years ago
sqrt for Matrix More... almost 25 years ago
Removed typedef More... almost 25 years ago
New Math files included More... almost 25 years ago