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View All on GitHub Overriding `CXXFLAGS` drops required flags and breaks the build about 12 hours ago
bug good first issue
cathy1ee/options-pricing-engine cathy1ee/options-pricing-engine European option pricer in C++17: Black-Scholes, analytic Greeks, Monte Carlo with antithetic variates. 1,562 tests, ~18.6M prices/sec.
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European option pricer in C++17: Black-Scholes, analytic Greeks, Monte Carlo with antithetic variates. 1,562 tests, ~18.6M prices/sec.
C++
#black-scholes#cpp#derivatives#greeks#monte-carlo#option-pricing#options#quantitative-finance