i05nagai/mafipy

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NameLines of codeMaintainabilityTest coverage
mafipy/function/tests/test_payoff.py235
D
2 days
mafipy/function/tests/test_sabr.py479
F
3 wks
mafipy/function/tests/util.py15
C
1 day
mafipy/function/util.py28
C
1 day
mafipy/math/__init__.py11
A
0 mins
mafipy/math/qmc/__init__.py9
A
0 mins
mafipy/math/qmc/_sobol.c
mafipy/math/qmc/_sobol.pyx
mafipy/math/qmc/_sobol_constant.pix
mafipy/math/qmc/joe_kuo_d6_21201_initial_number.h
mafipy/math/qmc/joe_kuo_d6_21201_irreducible.h
mafipy/math/qmc/sobol.py6
A
0 mins
mafipy/math/qmc/tests/__init__.py0
A
0 mins
mafipy/math/qmc/tests/test_sobol.py35
A
0 mins
mafipy/replication/__init__.py33
A
1 hr
mafipy/replication/_quanto_cms_forward_fx.py312
D
2 days
mafipy/replication/error.py15
B
4 hrs
mafipy/replication/pricer_quanto_cms.py911
F
1 wk
mafipy/replication/replication_method.py217
A
3 hrs
mafipy/replication/tests/__init__.py3
A
0 mins
mafipy/replication/tests/test__quanto_cms_forward_fx.py426
F
3 days
mafipy/replication/tests/test_pricer_quanto_cms.py756
F
2 wks
mafipy/replication/tests/test_replication_method.py219
D
1 day
mafipy/replication/tests/util.py15
C
1 day
mafipy/replication/util.py28
C
1 day
mafipy/util/__init__.py4
A
0 mins
mafipy/util/error.py14
A
0 mins
mafipy/util/util.py27
A
35 mins
mafipy/util/utils.py14
C
1 day
requirements-dev.txt
requirements.txt
scripts/qmc_sobol_parameter.py136
A
0 mins
scripts/release.sh
scripts/release/release.py139
A
0 mins
scripts/release/requirements.txt
scripts/release_test.sh
setup.cfg
setup.py311
F
4 days