HaroldRKingsberg / MLMC

Multi-level Monte Carlo simulation of option pricing
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Minor refactor #1

Closed petercwill closed 7 years ago

petercwill commented 7 years ago

I made some tweaks to the project structure - I think this is a standard layout. our package is everything in mlmc directory (all in lowercase) it then contains a "src" and "test" submodules.

Main executable is now the top-level "app.py" currently set to just run the main method of mlmc.src.paths

Users must

python setup.py install

before running.