Some test scripts.
Testing with cython.
FDE and BO passing tests as Cython.
A lot of cython in BO and FDE. Correlation still explodes.
Modularize convergence testing.
Split BlackScholes out into module.
Split Heston and BS notebooks.
Fix MAJOR bug with crossop scaling. Optimize.
Fix up labels and plots.
New notebooks.
Add delayed initialization to support barriers.
Add barrier and monte carlo pricing to options.
Snapshot. MC/FDE Barrier working.
Refactor MC methods upwards to generalize.
smooth -> solve_smooth
FDE is not actually cython yet.
Testing ADE convergence. Wrong? It's bad.
NB for making combined convergence plots.
Raise exception for Heston barrier analytical.
Fix creation of barrier option grid.