mafipy/function/tests/test_black.py | 494 | F 1 wk |
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mafipy/replication/tests/test_pricer_quanto_cms.py | 756 | F 2 wks |
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mafipy/function/tests/test_sabr.py | 479 | F 3 wks |
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mafipy/function/sabr.py | 1,413 | F 1 mo |
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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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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/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/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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requirements-dev.txt | |
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requirements.txt | |
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scripts/release.sh | |
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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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