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MarcusRainbow / QuantMath

Financial maths library for risk-neutral pricing and risk
MIT License
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Test for time-bump in self-pricer #25

Closed MarcusRainbow closed 6 years ago

MarcusRainbow commented 6 years ago

There are tests in Monte-Carlo. Really just need to copy them into Self-Pricer

MarcusRainbow commented 6 years ago

Done. This found a number of bugs with Monte-Carlo and time bumping.