GitHub - alvinllim/Scripting: Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley, 2021)

alvinllim / Scripting Public

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Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley, 2021)

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Name		Name	Last commit message	Last commit date
Latest commit History 23 Commits
xlCpp		xlCpp
.gitattributes		.gitattributes
.gitignore		.gitignore
MemoryManager.cpp		MemoryManager.cpp
MemoryPool.cpp		MemoryPool.cpp
MemoryPool.h		MemoryPool.h
cpp11basicRanGen.h		cpp11basicRanGen.h
framework.h		framework.h
functDomain.cpp		functDomain.cpp
functDomain.h		functDomain.h
memorymanager.h		memorymanager.h
packIncludes.h		packIncludes.h
quickStack.h		quickStack.h
scriptingCompiler.h		scriptingCompiler.h
scriptingConstCondProc.h		scriptingConstCondProc.h
scriptingConstProcessor.h		scriptingConstProcessor.h
scriptingDebugger.h		scriptingDebugger.h
scriptingDomainProc.h		scriptingDomainProc.h
scriptingEvaluator.h		scriptingEvaluator.h
scriptingFuzzyEval.h		scriptingFuzzyEval.h
scriptingIfProc.h		scriptingIfProc.h
scriptingModel.h		scriptingModel.h
scriptingNodes.h		scriptingNodes.h
scriptingParser.cpp		scriptingParser.cpp
scriptingParser.h		scriptingParser.h
scriptingProduct.h		scriptingProduct.h
scriptingScenarios.h		scriptingScenarios.h
scriptingVarIndexer.h		scriptingVarIndexer.h
scriptingVisitor.h		scriptingVisitor.h
visitorHeaders.h		visitorHeaders.h
visitorList.h		visitorList.h
xlApi.cpp		xlApi.cpp
xlApi.h		xlApi.h
xlExport.cpp		xlExport.cpp
xlScripting.sln		xlScripting.sln
xlScripting.vcxproj		xlScripting.vcxproj
xlScripting.vcxproj.filters		xlScripting.vcxproj.filters
xlScripting.vcxproj.user		xlScripting.vcxproj.user
xlScripting.xll		xlScripting.xll
xlTest.xlsx		xlTest.xlsx
xlcall.cpp		xlcall.cpp
xlcall.h		xlcall.h