├── .gitignore ├── .travis.yml ├── LICENSE ├── README.md ├── docs └── fftoptionlib-blog.ipynb ├── fftoptionlib ├── __init__.py ├── characteristic_funs.py ├── cosine_pricer.py ├── engine_class.py ├── fourier_pricer.py ├── helper.py ├── moment_generating_funs.py ├── option_class.py ├── pricing_class.py ├── process_class.py └── version.py ├── setup.cfg ├── setup.py └── tests ├── __init__.py ├── test_characteristic_funs.py ├── test_cosine_pricer.py ├── test_fourier_pricer.py ├── test_helper.py ├── test_moment_generating_funs.py └── test_pricing_class.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/arraystream/fftoptionlib/HEAD/.gitignore -------------------------------------------------------------------------------- /.travis.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/arraystream/fftoptionlib/HEAD/.travis.yml 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