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.github/CONTRIBUTING.md | |
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.github/PULL_REQUEST_TEMPLATE.md | |
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.gitignore | |
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.gitmodules | |
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.travis.yml | |
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LICENSE | |
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README.rst | |
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benchmarks/README.rst | |
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benchmarks/asv.conf.json | |
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benchmarks/benchmarks/__init__.py | 3 | A 0 mins |
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benchmarks/benchmarks/bull_spread_qunato_cms.py | 135 | C 1 day |
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benchmarks/run.py | 29 | A 0 mins |
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docs/Makefile | |
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docs/images/examples/plot_simle_curve_sabr.png | |
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docs/make.bat | |
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docs/requirements.txt | |
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docs/source/conf.py | 21 | A 0 mins |
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docs/source/index.rst | |
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docs/source/mafipy.calibrator.rst | |
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docs/source/mafipy.function.rst | |
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docs/source/mafipy.replication.rst | |
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docs/source/mafipy.rst | |
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docs/source/mafipy.util.rst | |
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mafipy/__init__.py | 18 | A 0 mins |
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mafipy/calibrator/__init__.py | 26 | A 1 hr |
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mafipy/calibrator/implied_vol.py | 69 | D 1 day |
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mafipy/calibrator/sabr.py | 227 | A 2 hrs |
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mafipy/calibrator/tests/__init__.py | 3 | A 0 mins |
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mafipy/calibrator/tests/test_implied_vol.py | 29 | A 35 mins |
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mafipy/calibrator/tests/test_sabr.py | 150 | A 35 mins |
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mafipy/calibrator/tests/util.py | 14 | C 1 day |
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mafipy/function/__init__.py | 120 | A 0 mins |
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mafipy/function/analytic_formula.py | 184 | C 1 day |
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mafipy/function/black.py | 323 | F 3 days |
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mafipy/function/black_scholes.py | 643 | F 4 days |
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mafipy/function/error.py | 15 | B 4 hrs |
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mafipy/function/local_vol.py | 54 | A 45 mins |
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mafipy/function/math_formula.py | 23 | A 0 mins |
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mafipy/function/payoff.py | 228 | B 5 hrs |
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mafipy/function/sabr.py | 1,413 | F 1 mo |
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mafipy/function/tests/__init__.py | 3 | A 0 mins |
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mafipy/function/tests/test_analytic_formula.py | 195 | D 2 days |
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mafipy/function/tests/test_black.py | 494 | F 1 wk |
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mafipy/function/tests/test_black_scholes.py | 483 | F 6 days |
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mafipy/function/tests/test_local_vol.py | 43 | A 0 mins |
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mafipy/function/tests/test_math_formula.py | 29 | A 0 mins |
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