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import React, {Component} from 'react'; | |
import Button from 'material-ui/Button'; | |
import TextField from 'material-ui/TextField'; | |
import Dialog, { | |
DialogActions, | |
DialogContent, | |
DialogContentText, | |
DialogTitle, | |
withMobileDialog | |
} from 'material-ui/Dialog'; |
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open MathNet.Numerics.Distributions | |
open MathNet.Numerics.Statistics | |
let callPayoff strike price = max (price - strike) 0.0 | |
let europeanPayoff payoff assetPath = assetPath |> Seq.last |> payoff | |
let europeanCallPayoff strike assetPath = assetPath |> europeanPayoff (callPayoff strike) | |
let asianArithmeticMeanCallPayoff strike (assetPath:seq<float>) = assetPath.Mean() |> callPayoff strike |
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<!-- example msbuild target --> | |
<Target Name="TranslateCoverageXml"> | |
<ItemGroup> | |
<CoverageFiles Include="$(TestsDir)\*.opencover" /> | |
</ItemGroup> | |
<XslTransformation XmlInputPaths="%(CoverageFiles.Identity)" | |
XslInputPath="$(MSBuildProjectDirectory)\opencover_to_ncover.xslt" | |
OutputPaths="$(TestsDir)\%(CoverageFiles.FileName).ncover.xml" /> |