Initial version of two-factor (Schwartz-Smith), multi-commodity price process.
Added note on how to install matplotlib in virtualenv. Removed unnecessary import statements.
Refactored Schwartz Smith price process calibration and simulation codes, for clarity and performance (is now several times fdaster).
Added code to calculate actual historical volatility for the Black Scholes price process.
Changed service to print observation time before calculating value of expression (was not previously displayed).
Changed to allow observation time to be set (was not previously an option).
Added original Schwartz Smith two-factor price process calibration and example data (port of Matlab code by Moeti Ncube).
Merge branch 'master' of github.com:johnbywater/quantdsl