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