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| .codeclimate.yml | |
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| .coveragerc | |
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| .github/CONTRIBUTING.md | |
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| .github/ISSUE_TEMPLATE.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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| 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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| benchmarks/benchmarks/__init__.py | 3 |
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| benchmarks/benchmarks/bull_spread_qunato_cms.py | 135 | C 1 day |
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| benchmarks/run.py | 29 |
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| docs/source/conf.py | 21 |
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| mafipy/__init__.py | 18 |
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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 |
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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 |
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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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