working AMC algorithm tested against quantlib

2026-02-08 13:40:00 +00:00
parent 2e8c2c11d0
commit d484f9c236
4 changed files with 302 additions and 0 deletions
--- a/python/american-mc/.vscode/settings.json
+++ b/python/american-mc/.vscode/settings.json
@@ -0,0 +1,5 @@
+{
+    "python-envs.defaultEnvManager": "ms-python.python:conda",
+    "python-envs.defaultPackageManager": "ms-python.python:conda",
+    "python-envs.pythonProjects": []
+}