Skip to content

Instantly share code, notes, and snippets.

View AtwoodTM's full-sized avatar

Thomas Atwood AtwoodTM

  • T.M.Atwood & Company
  • Sarasota-Bradenton, FL area
  • 03:21 (UTC -04:00)
View GitHub Profile
@AtwoodTM
AtwoodTM / login.js
Created May 20, 2018 01:34 — forked from wschenk/login.js
material-ui example login form
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';
@AtwoodTM
AtwoodTM / MonteCarloExoticOptions
Created October 10, 2017 02:11 — forked from taumuon/MonteCarloExoticOptions
Monte Carlo pricing of Exotic Options in F#
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
@AtwoodTM
AtwoodTM / msbuild.targets
Created May 11, 2016 15:44 — forked from chillitom/msbuild.targets
XSLT to convert OpenCover xml to NCover 1.x format for use with Bamboo
<!-- 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" />