├── .gitignore ├── .travis.yml ├── LICENSE.txt ├── README.md ├── project └── plugins.sbt └── src ├── main ├── scala │ └── org │ │ └── qslib │ │ └── quantscale │ │ ├── CashFlow.scala │ │ ├── Currency.scala │ │ ├── DiscretizedAsset.scala │ │ ├── Event.scala │ │ ├── ExchangeRate.scala │ │ ├── Exercise.scala │ │ ├── Grid.scala │ │ ├── Implicits.scala │ │ ├── Instrument.scala │ │ ├── InterestRate.scala │ │ ├── Lattice.scala │ │ ├── Money.scala │ │ ├── Option.scala │ │ ├── Price.scala │ │ ├── PricingEngine.scala │ │ ├── Quote.scala │ │ ├── Settings.scala │ │ ├── StochasticProcess.scala │ │ ├── TermStructure.scala │ │ ├── TimeGrid.scala │ │ ├── TimeSeries.scala │ │ ├── currency │ │ ├── America.scala │ │ ├── Asia.scala │ │ ├── Europe.scala │ │ ├── ExchangeRateManager.scala │ │ └── Oceania.scala │ │ ├── instrument │ │ ├── OneAssetOption.scala │ │ ├── Payoff.scala │ │ └── Stock.scala │ │ ├── math │ │ ├── Rounding.scala │ │ ├── SampledCurve.scala │ │ ├── TransformedGrid.scala │ │ ├── TridiagonalOperator.scala │ │ ├── distribution │ │ │ └── NormalDistribution.scala │ │ └── interpolation │ │ │ ├── CubicInterpolation.scala │ │ │ ├── Interpolation.scala │ │ │ └── LinearInterpolation.scala │ │ ├── method │ │ └── finitedifference │ │ │ ├── AmericanCondition.scala │ │ │ ├── BSMOperator.scala │ │ │ ├── BoundaryCondition.scala │ │ │ ├── CurveDependentStepCondition.scala │ │ │ ├── Evolver.scala │ │ │ ├── FiniteDifferenceModel.scala │ │ │ ├── MixedScheme.scala │ │ │ ├── Pde.scala │ │ │ ├── PdeBSM.scala │ │ │ └── package.scala │ │ ├── package.scala │ │ ├── pattern │ │ ├── LazyObject.scala │ │ └── Observable.scala │ │ ├── pricingengine │ │ ├── BlackCalculator.scala │ │ └── vanilla │ │ │ ├── AnalyticEuropeanEngine.scala │ │ │ └── FDEngine.scala │ │ ├── process │ │ ├── BlackScholesProcess.scala │ │ └── EulerDiscretization.scala │ │ ├── termstructure │ │ ├── VolatilityTermStructure.scala │ │ ├── YieldTermStructure.scala │ │ ├── volatility │ │ │ └── equityfx │ │ │ │ ├── BlackConstantVol.scala │ │ │ │ ├── BlackVarianceCurve.scala │ │ │ │ ├── BlackVolTermStructure.scala │ │ │ │ ├── LocalConstantVol.scala │ │ │ │ ├── LocalVolCurve.scala │ │ │ │ ├── LocalVolSurface.scala │ │ │ │ └── LocalVolTermStructure.scala │ │ └── yieldp │ │ │ └── FlatForward.scala │ │ └── time │ │ ├── BusinessDayConvention.scala │ │ ├── Calendar.scala │ │ ├── DayCounter.scala │ │ ├── Frequency.scala │ │ ├── WeekDay.scala │ │ ├── calendar │ │ └── NullCalendar.scala │ │ └── package.scala └── worksheet │ ├── exercise.sc │ └── money.sc └── test └── scala └── org └── qslib └── quantscale ├── MoneySuite.scala ├── TimeSeriesSuite.scala ├── currency └── ExchangeRateSuite.scala └── math └── RoundingSuite.scala /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/choucrifahed/quantscale/HEAD/.gitignore -------------------------------------------------------------------------------- /.travis.yml: 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