| mafipy/function/sabr.py | 1,413 | F 1 mo |
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| mafipy/function/tests/test_sabr.py | 479 | F 3 wks |
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| mafipy/replication/tests/test_pricer_quanto_cms.py | 756 | F 2 wks |
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| mafipy/function/tests/test_black.py | 494 | F 1 wk |
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| mafipy/replication/pricer_quanto_cms.py | 911 | F 1 wk |
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| mafipy/function/tests/test_black_scholes.py | 483 | F 6 days |
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| setup.py | 311 | F 4 days |
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| mafipy/function/black_scholes.py | 643 | F 4 days |
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| mafipy/replication/tests/test__quanto_cms_forward_fx.py | 426 | F 3 days |
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| mafipy/function/black.py | 323 | F 3 days |
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| mafipy/function/tests/test_payoff.py | 235 | D 2 days |
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| mafipy/function/tests/test_analytic_formula.py | 195 | D 2 days |
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| mafipy/replication/_quanto_cms_forward_fx.py | 312 | D 2 days |
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| mafipy/replication/tests/test_replication_method.py | 219 | D 1 day |
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| mafipy/calibrator/implied_vol.py | 69 | D 1 day |
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| benchmarks/benchmarks/bull_spread_qunato_cms.py | 135 | C 1 day |
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| mafipy/function/analytic_formula.py | 184 | C 1 day |
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| mafipy/function/tests/util.py | 15 | C 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/calibrator/tests/util.py | 14 | C 1 day |
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| mafipy/function/util.py | 28 | C 1 day |
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| mafipy/util/utils.py | 14 | C 1 day |
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| mafipy/function/payoff.py | 228 | B 5 hrs |
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| mafipy/replication/error.py | 15 | B 4 hrs |
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| mafipy/function/error.py | 15 | B 4 hrs |
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| mafipy/replication/replication_method.py | 217 | A 3 hrs |
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| mafipy/calibrator/sabr.py | 227 | A 2 hrs |
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| mafipy/replication/__init__.py | 33 | A 1 hr |
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| mafipy/calibrator/__init__.py | 26 | A 1 hr |
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| mafipy/function/local_vol.py | 54 | A 45 mins |
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| mafipy/calibrator/tests/test_sabr.py | 150 | A 35 mins |
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| mafipy/calibrator/tests/test_implied_vol.py | 29 | A 35 mins |
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| mafipy/util/util.py | 27 | A 35 mins |
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| benchmarks/benchmarks/__init__.py | 3 | A 0 mins |
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| benchmarks/run.py | 29 | A 0 mins |
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| docs/source/conf.py | 21 | A 0 mins |
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| mafipy/__init__.py | 18 | A 0 mins |
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| mafipy/calibrator/tests/__init__.py | 3 | A 0 mins |
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| mafipy/function/__init__.py | 120 | A 0 mins |
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| mafipy/function/math_formula.py | 23 | A 0 mins |
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| mafipy/function/tests/__init__.py | 3 | A 0 mins |
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| mafipy/function/tests/test_local_vol.py | 43 | A 0 mins |
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| mafipy/function/tests/test_math_formula.py | 29 | A 0 mins |
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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.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/tests/__init__.py | 3 | A 0 mins |
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