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GitHub / bleunguts / OptionsPricerCpp

Monte Carlo Pricing with extendable PayOff model

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bleunguts%2FOptionsPricerCpp
PURL: pkg:github/bleunguts/OptionsPricerCpp

Stars: 1
Forks: 2
Open issues: 0

License: None
Language: C++
Size: 186 KB
Dependencies parsed at: Pending

Created at: over 4 years ago
Updated at: almost 2 years ago
Pushed at: over 4 years ago
Last synced at: almost 2 years ago

Topics: montecarlo-simulation, options-pricing, pricing-derivatives

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