Mauricio Vanzulli

Results 13 issues of Mauricio Vanzulli

This enhancement issue seek to generalize the ONSAS implementation in order to include the Wake Oscillator Model as an improvement of the aerodynamic forces. - [x] add VIV function -...

enhancement

Hey there, this is follow up topic from our discussion in #669 about formatting: There are some [tools available](https://marketplace.visualstudio.com/items?itemName=tusindfryd.octave-formatter&ssr=false#qna) in vscode/vscodim. However, I think it would be better if we...

enhancement

Warn or throw an error if an unknown field is defined inside a struct. Sth like this ```octave otherParams.strangeField = 2 ``` It should throw: ```octave error: the struct otherParams...

enhancement

Changes in aerodynamic examples: - [x] add linearStaticCantileverAero - [x] add nonLinearCantileverAero after discussion between @jorgepz and @mvanzulli : - [x] add simpleWindTurbine - [x] add dragReconfigurationBeam (static case) -...

someday
documentation

Add vtk automatic generator for fluid stream lines when a velocity function is declared.

enhancement

This enhancement bug aims to include a generic cross section visualisation for beam elements.

enhancement
someday

Implement Heston model via FFT according to [this ref](https://arxiv.org/vc/arxiv/papers/1502/1502.02963v1.pdf)

Closes #21 The implemenation has been validated against [QuantLib](https://www.quantlib.org/): ```py >>> option_price_ql = option.NPV() >>> print(f"Option Price using QuantLib: {option_price_ql:.16f}") >>> on Price using QuantLib: 8982.8708666875791096 ```

Allow the interface to support `Base.Dates`. This would allow defining valuation and expiration date.

In the future, I recommend reading this directly from `setDefaults.m`. Something like `defaultONSASStructs()` and then fetch all the field names from that. Probably: https://www.mathworks.com/help/matlab/matlab_oop/class-constructor-methods.html is what we want in the...

enhancement
someday