mafipy/function/tests/test_payoff.py | 235 | D 2 days |
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mafipy/function/tests/test_sabr.py | 479 | F 3 wks |
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mafipy/function/tests/util.py | 15 | C 1 day |
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mafipy/function/util.py | 28 | C 1 day |
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mafipy/math/__init__.py | 11 | A 0 mins |
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mafipy/math/qmc/__init__.py | 9 | A 0 mins |
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mafipy/math/qmc/_sobol.c | |
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mafipy/math/qmc/_sobol.pyx | |
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mafipy/math/qmc/_sobol_constant.pix | |
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mafipy/math/qmc/joe_kuo_d6_21201_initial_number.h | |
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mafipy/math/qmc/joe_kuo_d6_21201_irreducible.h | |
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mafipy/math/qmc/sobol.py | 6 | A 0 mins |
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mafipy/math/qmc/tests/__init__.py | 0 | A 0 mins |
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mafipy/math/qmc/tests/test_sobol.py | 35 | A 0 mins |
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mafipy/replication/__init__.py | 33 | A 1 hr |
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mafipy/replication/_quanto_cms_forward_fx.py | 312 | D 2 days |
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mafipy/replication/error.py | 15 | B 4 hrs |
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mafipy/replication/pricer_quanto_cms.py | 911 | F 1 wk |
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mafipy/replication/replication_method.py | 217 | A 3 hrs |
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mafipy/replication/tests/__init__.py | 3 | A 0 mins |
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mafipy/replication/tests/test__quanto_cms_forward_fx.py | 426 | F 3 days |
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mafipy/replication/tests/test_pricer_quanto_cms.py | 756 | F 2 wks |
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mafipy/replication/tests/test_replication_method.py | 219 | D 1 day |
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mafipy/replication/tests/util.py | 15 | C 1 day |
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mafipy/replication/util.py | 28 | C 1 day |
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mafipy/util/__init__.py | 4 | A 0 mins |
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mafipy/util/error.py | 14 | A 0 mins |
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mafipy/util/util.py | 27 | A 35 mins |
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mafipy/util/utils.py | 14 | C 1 day |
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requirements-dev.txt | |
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requirements.txt | |
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scripts/qmc_sobol_parameter.py | 136 | A 0 mins |
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scripts/release.sh | |
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scripts/release/release.py | 139 | A 0 mins |
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scripts/release/requirements.txt | |
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scripts/release_test.sh | |
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setup.cfg | |
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setup.py | 311 | F 4 days |
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