From 7587ef261a298c128fa9824b0daf1a741abcf074 Mon Sep 17 00:00:00 2001 From: anthonymakarewicz <138609270+anthonymakarewicz@users.noreply.github.com> Date: Sat, 10 Aug 2024 13:54:57 +0200 Subject: [PATCH] small chnages --- .../.ipynb_checkpoints/sobol-checkpoint.ipynb | 10 ++++++---- examples/notebooks/sobol.ipynb | 10 ++++++---- include/option/path_dependent/factory_asian_option.h | 2 -- 3 files changed, 12 insertions(+), 10 deletions(-) diff --git a/examples/notebooks/.ipynb_checkpoints/sobol-checkpoint.ipynb b/examples/notebooks/.ipynb_checkpoints/sobol-checkpoint.ipynb index 360552e..0e3fcc1 100644 --- a/examples/notebooks/.ipynb_checkpoints/sobol-checkpoint.ipynb +++ b/examples/notebooks/.ipynb_checkpoints/sobol-checkpoint.ipynb @@ -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\"" ] @@ -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)" ] }, { @@ -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", diff --git a/examples/notebooks/sobol.ipynb b/examples/notebooks/sobol.ipynb index 360552e..0e3fcc1 100644 --- a/examples/notebooks/sobol.ipynb +++ b/examples/notebooks/sobol.ipynb @@ -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\"" ] @@ -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)" ] }, { @@ -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", diff --git a/include/option/path_dependent/factory_asian_option.h b/include/option/path_dependent/factory_asian_option.h index 7feaf4b..910e116 100644 --- a/include/option/path_dependent/factory_asian_option.h +++ b/include/option/path_dependent/factory_asian_option.h @@ -26,6 +26,4 @@ namespace OptionPricer { }; } - - #endif //FACTORY_ASIAN_OPTION_H