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anthonymakarewicz committed Aug 10, 2024
1 parent effc8b7 commit 7587ef2
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Showing 3 changed files with 12 additions and 10 deletions.
10 changes: 6 additions & 4 deletions examples/notebooks/.ipynb_checkpoints/sobol-checkpoint.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -21,7 +21,8 @@
"metadata": {},
"outputs": [],
"source": [
"output_dir = Path(\"/Users/anthony/CLionProjects/Option_pricer/examples/output\")\n",
"output_path = \"/Users/anthony/CLionProjects/Option_pricer/examples/output\"\n",
"output_dir = Path(output_path)\n",
"sequences_2_file = output_dir / \"sequences_2.csv\"\n",
"sequences_50_file = output_dir / \"sequences_50.csv\""
]
Expand All @@ -33,8 +34,9 @@
"metadata": {},
"outputs": [],
"source": [
"sequences_2 = pd.read_csv(sequences_2_file, index_col=[\"Sample\", \"Dimension\"])\n",
"sequences_50 = pd.read_csv(sequences_50_file, index_col=[\"Sample\", \"Dimension\"])"
"cols = [\"Sample\", \"Dimension\"]\n",
"sequences_2 = pd.read_csv(sequences_2_file, index_col=cols)\n",
"sequences_50 = pd.read_csv(sequences_50_file, index_col=cols)"
]
},
{
Expand Down Expand Up @@ -344,7 +346,7 @@
" # Plot configuration\n",
" num_rows = len(sample_sizes)\n",
" num_cols = 3\n",
" sequence_cols = ['Sobol', 'Faure', 'Uniform']\n",
" sequence_cols = [\"Sobol\", \"Faure\", \"Uniform\"]\n",
" \n",
" # Create a plot grid based on the number of sample sizes and sequence types\n",
" num_rows = len(sample_sizes)\n",
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10 changes: 6 additions & 4 deletions examples/notebooks/sobol.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -21,7 +21,8 @@
"metadata": {},
"outputs": [],
"source": [
"output_dir = Path(\"/Users/anthony/CLionProjects/Option_pricer/examples/output\")\n",
"output_path = \"/Users/anthony/CLionProjects/Option_pricer/examples/output\"\n",
"output_dir = Path(output_path)\n",
"sequences_2_file = output_dir / \"sequences_2.csv\"\n",
"sequences_50_file = output_dir / \"sequences_50.csv\""
]
Expand All @@ -33,8 +34,9 @@
"metadata": {},
"outputs": [],
"source": [
"sequences_2 = pd.read_csv(sequences_2_file, index_col=[\"Sample\", \"Dimension\"])\n",
"sequences_50 = pd.read_csv(sequences_50_file, index_col=[\"Sample\", \"Dimension\"])"
"cols = [\"Sample\", \"Dimension\"]\n",
"sequences_2 = pd.read_csv(sequences_2_file, index_col=cols)\n",
"sequences_50 = pd.read_csv(sequences_50_file, index_col=cols)"
]
},
{
Expand Down Expand Up @@ -344,7 +346,7 @@
" # Plot configuration\n",
" num_rows = len(sample_sizes)\n",
" num_cols = 3\n",
" sequence_cols = ['Sobol', 'Faure', 'Uniform']\n",
" sequence_cols = [\"Sobol\", \"Faure\", \"Uniform\"]\n",
" \n",
" # Create a plot grid based on the number of sample sizes and sequence types\n",
" num_rows = len(sample_sizes)\n",
Expand Down
2 changes: 0 additions & 2 deletions include/option/path_dependent/factory_asian_option.h
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Expand Up @@ -26,6 +26,4 @@ namespace OptionPricer {
};
}



#endif //FACTORY_ASIAN_OPTION_H

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