Kooderive Code

Status: Beta

Brought to you by: markjoshi

Commit [r250] Maximize Restore History

the AB upper code with bias removal now works for 5 asset max call

Authored by: markjoshi 2015-06-02

Browse code at this revision

Parent: [r249]

Child: [r251]

changed	/build/vs2012/kooderive/gold_example/gold_example.vcxproj
changed	/build/vs2012/kooderive/gold_test/gold_test.vcxproj
changed	/gold/Andersen_Broadie_gold.cpp
changed	/gold/Andersen_Broadie_gold.h
changed	/gold/cashFlowGeneration_earlyEx_product.h
changed	/gold/gold_example/LMM_bermudan_gold.cpp
changed	/gold/gold_example/gold_example_main.cpp
changed	/gold/gold_test/MultiDBS_gold_test.cpp
changed	/gold/math/normals_gold.cpp

/build/vs2012/kooderive/gold_example/gold_example.vcxproj Diff Switch to side-by-side view

/build/vs2012/kooderive/gold_test/gold_test.vcxproj Diff Switch to side-by-side view

/gold/Andersen_Broadie_gold.cpp Diff Switch to side-by-side view

/gold/Andersen_Broadie_gold.h Diff Switch to side-by-side view

/gold/cashFlowGeneration_earlyEx_product.h Diff Switch to side-by-side view

/gold/gold_example/LMM_bermudan_gold.cpp Diff Switch to side-by-side view

/gold/gold_example/gold_example_main.cpp Diff Switch to side-by-side view

/gold/gold_test/MultiDBS_gold_test.cpp Diff Switch to side-by-side view

/gold/math/normals_gold.cpp Diff Switch to side-by-side view