i05nagai/mafipy

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NameLines of codeMaintainabilityTest coverage
.circleci/config.yml
.codeclimate.yml
.coveragerc
.github/CONTRIBUTING.md
.github/ISSUE_TEMPLATE.md
.github/PULL_REQUEST_TEMPLATE.md
.gitignore
.gitmodules
.travis.yml
LICENSE
README.rst
benchmarks/README.rst
benchmarks/asv.conf.json
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benchmarks/benchmarks/bull_spread_qunato_cms.py135
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benchmarks/run.py29
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docs/Makefile
docs/images/examples/plot_simle_curve_sabr.png
docs/make.bat
docs/requirements.txt
docs/source/conf.py21
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docs/source/index.rst
docs/source/mafipy.calibrator.rst
docs/source/mafipy.function.rst
docs/source/mafipy.replication.rst
docs/source/mafipy.rst
docs/source/mafipy.util.rst
mafipy/__init__.py18
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mafipy/calibrator/__init__.py26
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mafipy/calibrator/implied_vol.py69
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mafipy/function/__init__.py120
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mafipy/function/analytic_formula.py184
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mafipy/function/black.py323
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mafipy/function/black_scholes.py643
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mafipy/function/error.py15
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mafipy/function/local_vol.py54
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