Implement Continuous Partial Floating Strike Lookback Option
Implement Continuous Partial Fixed Strike Lookback Option
Clean up code
Add validation rules
Modify project files
Some refactoring. Mainly due to partial-time floating strike lookback options' t1 being time until END of lookback period, which is different to partial-time fixed strike lookback options' t1 being START of lookback period. Found the explanation in Haug's book
binary barrier (non digital) options
binomial evaluation of single barrier options
boyle-lau correction for binomial trees on single barrier options
Derman-Kani adjustment for single barrier options
Quantlib CDS example translated to python
SWIG: adds missing parameter to upfrontcdshelper
SIWG: adds CDS to DateGeneration rule and IntegralCdsEngine to pricing engines
push calibration helpers in a separate file, return calibration parameters for heston and bayes
Expose way of setting local vol surface interpolation method
Add copyright attribution.
Clean up tabs, variable names etc.
Merge pull request #141.
Allow setting bilinear interpolation explicitly.
Merge remote-tracking branch 'lballabio/master'