cmdty
cmdty
The calculation of discount factors should be pushed to the caller.
Update build.cake to create Python Conda package during CI, and publish to conda-forge on release. Also updated Python testing task in build.cake to perform tests in a Conda environment.
Currently the full build can only be executed on Windows machines. This is due to two reasons: - The dependence on the pythonnet Python package which doesn't support calling .NET...
Currently both these simulations use the same number of paths, but there should be the flexibility for these to be different.
Currently there is one Python package which will be used for all OS and architecture. However, the MathNet (including MKL) binaries included are Windows-specific. This won't cause an error on...
As highlighted in [issue 13 ](https://github.com/cmdty/storage/issues/13), multiple loading of libiomp5md.dll can cause the Python interpreter to crash. The workaround suggested in the same issue, being added to the Cmdty.Storage documentation,...
MultiFactorModel and MultiFactorSpotSim can by used from the cmdty_storage package, but no docs are currently provided.