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Examples/AmericanMonteCarlo Expand file tree Collapse file tree Original file line number Diff line number Diff line change 1010 "run_forwardbond.py" , # 73
1111 "run_overlapping.py" , # 60
1212 "run_scenariostatistics.py" # 75
13+ "run_genericbarrier.py"
1314 ]
1415
1516# Get max parallel from environment variable, default to 1
Original file line number Diff line number Diff line change 1+ #!/usr/bin/env python
2+
3+ import glob
4+ import os
5+ import sys
6+ sys .path .append ('../' )
7+ from ore_examples_helper import OreExample
8+
9+ oreex = OreExample (sys .argv [1 ] if len (sys .argv )> 1 else False )
10+
11+ print ("+---------------------------------------------------------+" )
12+ print ("| AMC: GenericBarrierOption and FxGenericBarrierOption |" )
13+ print ("+---------------------------------------------------------+" )
14+
15+ oreex .print_headline ("Run ORE to produce AMC exposure" )
16+ oreex .run ("Input/ore_barrier.xml" )
17+
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