├── .DS_Store ├── Icon ├── README.md ├── include ├── Icon └── property.hpp ├── input ├── Icon ├── input.cpp ├── input.h ├── main.cpp ├── output.cpp ├── output.h ├── processing.cpp └── processing.h ├── output ├── Icon ├── display.cpp ├── main.cpp └── output.cpp ├── pricing ├── Icon ├── american │ ├── BoundaryCondition.cpp │ ├── BoundaryCondition.h │ ├── BoundaryCondition.o │ ├── BoundaryConditionCall.cpp │ ├── BoundaryConditionCall.h │ ├── BoundaryConditionCall.o │ ├── BoundaryConditionNeumann.cpp │ ├── BoundaryConditionNeumann.h │ ├── BoundaryConditionNeumann.o │ ├── BoundaryConditionPut.cpp │ ├── BoundaryConditionPut.h │ ├── BoundaryConditionPut.o │ ├── Calculator.cpp │ ├── Calculator.h │ ├── Calculator.o │ ├── CalculatorCrankNicolson.cpp │ ├── CalculatorCrankNicolson.h │ ├── CalculatorCrankNicolson.o │ ├── CalculatorExplicit.cpp │ ├── CalculatorExplicit.h │ ├── CalculatorExplicit.o │ ├── CalculatorImplicit.cpp │ ├── CalculatorImplicit.h │ ├── CalculatorImplicit.o │ ├── CrankNicolson.cpp │ ├── CrankNicolson.h │ ├── CrankNicolson.o │ ├── ExplicitFiniteDifference.cpp │ ├── ExplicitFiniteDifference.h │ ├── ExplicitFiniteDifference.o │ ├── FiniteDifference.cpp │ ├── FiniteDifference.h │ ├── FiniteDifference.o │ ├── FiniteDifferenceScheme.cpp │ ├── FiniteDifferenceScheme.h │ ├── FiniteDifferenceScheme.o │ ├── Icon │ ├── ImplicitFiniteDifference.cpp │ ├── ImplicitFiniteDifference.h │ ├── ImplicitFiniteDifference.o │ ├── Makefile │ ├── PayOff.cpp │ ├── PayOff.h │ ├── PayOff.o │ ├── PayOffCall.cpp │ ├── PayOffCall.h │ ├── PayOffCall.o │ ├── PayOffPut.cpp │ ├── PayOffPut.h │ ├── PayOffPut.o │ ├── StepCondition.cpp │ ├── StepCondition.h │ ├── StepCondition.o │ ├── StepConditionAmerican.cpp │ ├── StepConditionAmerican.h │ ├── StepConditionAmerican.o │ ├── StepConditionNull.cpp │ ├── StepConditionNull.h │ ├── StepConditionNull.o │ ├── TridiagonalOperator.cpp │ ├── TridiagonalOperator.h │ ├── TridiagonalOperator.o │ ├── american_option_fdm │ ├── basic.mk │ ├── european_option │ ├── main.cpp │ ├── main.o │ └── utilities.h └── european │ ├── Icon │ ├── fdm │ ├── Icon │ ├── Makefile │ ├── fdm.cpp │ ├── fdm.csv │ ├── fdm.h │ ├── fdm.o │ ├── main │ ├── main.cpp │ ├── option.cpp │ ├── option.h │ ├── option.o │ ├── payoff.cpp │ ├── payoff.h │ ├── payoff.o │ ├── pde.cpp │ ├── pde.h │ ├── pde.o │ └── visualize.py │ └── normal │ ├── Icon │ ├── european.cpp │ ├── european.h │ ├── european.o │ ├── main │ ├── main.cpp │ └── main.o └── whitepaper ├── Icon ├── quantitative trading library report2.aux ├── quantitative trading library report2.log ├── quantitative trading library report2.out ├── quantitative trading library report2.pdf ├── quantitative trading library report2.synctex.gz ├── quantitative trading library report2.tex ├── quantitative trading library.aux ├── quantitative trading library.log ├── quantitative trading library.out ├── quantitative trading library.pdf ├── quantitative trading library.synctex.gz └── quantitative trading library.tex 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