finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
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Feature/equity options under local vol and dividends #82

Closed cfries closed 4 years ago

cfries commented 4 years ago

What is this PR for?

European & American equity options under local vol and dividends

This is just pr/81 with some style fixes.

What type of PR is it?

Improvement

Todos

What is the related issue?

N/A

How should this be tested?

UnitTests

Screenshots

Questions:

Does the licenses files need update?

NO

Are there breaking changes for older versions?

NO

Does the change require additional documentation?

Check

cfries commented 4 years ago

Will merge. We should fix the TODOs later.