Mark Joshi committed [r256]

added gold code for pricing vanillas using Vari...

Mark Joshi committed [r255]

got COS Method with shifts working

Mark Joshi committed [r254]

added cos method to gold code. It prices calls ...

Mark Joshi committed [r253]

upper bound mixed examples work

Mark Joshi committed [r252]

debugged mixed methods and added more informati...

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added code for max calls and multiplicative upp...

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the AB upper code with bias removal now works f...

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added code for developing conditional paths and...

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added MaxCall basis functions to equity multi d...

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first and second pass prices of max call using ...

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first pass of cascade 5 asset max call now works

Mark Joshi committed [r245]

Mark Joshi committed [r239]

cleaning up of Kooql. still not fully compiling

Mark Joshi committed [r237]

added example code for matrix transpose without...

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Uodated building notes

Mark Joshi committed [r235]

removed cpp main since it has been replaced by ...

Mark Joshi committed [r234]

reworked test suite to work on 1.3 and 3.5 arch...

Mark Joshi committed [r233]

eliminated dependence on cula

Mark Joshi committed [r232]

kooexample project now adapts to memory of GPU

Mark Joshi committed [r231]

changed test suite to adapt tests to the memory...

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removed malfunctioning solver code

Mark Joshi committed [r229]

added gpu compatibility checks code to Kooderiv...

Mark Joshi committed [r228]

Made code compile under 13 architecture. Also a...

Mark Joshi committed [r227]

debugged and robustified bivariate code, got AB...

Mark Joshi committed [r226]

added routines and tests for bivariate cumulati...

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added bivariate normal

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debugging of AB upper code

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hopefully AB upper is now debugged

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debugging...

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gold AB upper bound code now runs and produces ...

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changed gold code to templatize on float or dou...

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Removed old project files.

Mark Joshi committed [r218]

added scrambling to Bermudan IRD pricer