terreneuve

Today we submitted the final version of the project for the course. It was a lot of hard work but it was a great team effort and we had a lot of fun along the way! Of course we celebrated afterwards with some drinks and conversation about what else...rainbow options, Cholesky decompositions, convertible bonds, etc. ;-) Even though this is the end of our semester, we've called this Release 1.0 in the hope what has been started here will be built upon by ourselves and others.

terreneuve-1.0.tar.gz - The full release includes code, Visual Studio .NET project file and documentation.

Project Report - The final report describing the project design and validation.

Doxygen documentation - Explore the code online. Also available as a (huge) PDF.

Send comments, kudos and complaints to the terreneuve-devel mailing list.

Happy holidays from the Terreneuve Team - Simon Leger, Aloke Mukherjee, Joseph Perez and Yann Renoux!