GitHub - vrodochenko/wh-barrier-c-: written mainly in pure C, this one calculates heston barrier option much faster then the python implementation, at the cost of readability

Name		Name	Last commit message	Last commit date
Latest commit History 24 Commits
.vs/barrier_wh_put/v14		.vs/barrier_wh_put/v14
barrier_wh_put		barrier_wh_put
bates-mc		bates-mc
x64		x64
.gitattributes		.gitattributes
barrier_wh_put.sdf		barrier_wh_put.sdf
barrier_wh_put.sln		barrier_wh_put.sln
main.cpp		main.cpp