Vijay Vaidyanathan

I'm new to Ruby and to amqp so feel free to ignore/chastize as necessary However, on my version of ruby (ruby 2.1.2p95 (2014-05-08 revision 45877) [x86_64-darwin13.0]) on my Mac, I...

incorrect treatment of sigma??

1

Hi, I suspect in your CIR model you are forgetting to scale the brownian motion term. If I am reading your code correctly, instead of: ```python dr = K*(theta-rates[-1])*dt +...

Anaconda installs an old version of `openssl` in the path ahead of the OS installed version. This seems to break `prisma` which in turn breaks `npm run setup` ``` Environment...