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5b15818
temp archive
ChronoInferna Feb 20, 2026
9e3ba82
rng engine and path engine
ChronoInferna Feb 20, 2026
426f56e
feat: estimator and payoff outline
ChronoInferna Feb 24, 2026
b801467
feat: payoffs and estimator
ChronoInferna Feb 24, 2026
b22c6d9
refactor: renamed everything, finished pipeline, and converted each s…
ChronoInferna Feb 24, 2026
eefa7a7
feat: finished refactor and added control variates
ChronoInferna Mar 3, 2026
bd7f433
added Different payoff structures
Mar 3, 2026
8cf6970
style: apply clang-format
github-actions[bot] Mar 3, 2026
00701c7
refactor: sort cpp files into folders and remove archive
ChronoInferna Mar 3, 2026
39d3637
bump: version 0.1.0 → 0.2.0
ChronoInferna Mar 3, 2026
9ba3c0e
refactor: small style changes for timing
ChronoInferna Mar 3, 2026
9780cbb
refactor: use std::expected
ChronoInferna Mar 3, 2026
28b9e85
remove comment
ChronoInferna Mar 9, 2026
859e9dd
refactor: move everythig into folders and fix convergency tests
ChronoInferna Mar 10, 2026
40e45ab
feat: setting up merge logic for future threading
ChronoInferna Mar 10, 2026
be3e7c1
added multi strat functions
Mar 10, 2026
1b274e7
style: apply clang-format
github-actions[bot] Mar 10, 2026
b81009f
refactor: match code to fit into the engine/worker model
ChronoInferna Mar 23, 2026
6bb5f16
refactor: small details
ChronoInferna Mar 23, 2026
3f0233b
style: remove comment
ChronoInferna May 5, 2026
8bd90cb
refactor: make use of std::expected chaining
ChronoInferna May 8, 2026
0a643ea
fix: small fix
ChronoInferna May 15, 2026
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2 changes: 1 addition & 1 deletion .cz.yaml
Original file line number Diff line number Diff line change
Expand Up @@ -4,5 +4,5 @@ commitizen:
name: cz_conventional_commits
tag_format: $version
update_changelog_on_bump: true
version: 0.1.0
version: 0.2.0
version_scheme: semver2
37 changes: 37 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
@@ -1,3 +1,40 @@
## 0.2.0 (2026-03-03)

### Feat

- finished refactor and added control variates
- payoffs and estimator
- estimator and payoff outline
- manager config and small tweaks
- antithetic variates + refactor
- **Payoff**: new payoff concept
- **Simulator.hpp**: new abstraction of simulator which uses its own thread
- more constraints on concepts for clarity and compile-time sizing of number of testing threads
- no variance reduction strategy and small updates to polymorphic constructors
- **ThreadPool.hpp**: threadpool for managing threads specific to monte carlo simulations
- **manager.hpp**: create framework for stochastic processes and numerical schemes

### Fix

- fix vr strategy concept
- small work on simulator stuff

### Refactor

- sort cpp files into folders and remove archive
- renamed everything, finished pipeline, and converted each step to return vectors of results
- another huge refactor breaking things into different engines
- simplify simulator interface
- refactor some of xander's code
- remove threadpool
- i don't even know lol
- turns out we don't need to the changes i made to the concepts a little bit ago
- **timing.hpp**: rename from timer
- **NumericalScheme.hpp**: adjust concept for schemes for more freedom
- compile-time strategies for process and scheme and runtime strategy for variance reduction
- flesh out the architecture a bit more
- **Timer**: extremely small return change

## 0.1.0 (2025-12-18)

### Feat
Expand Down
9 changes: 0 additions & 9 deletions cmake/README.md

This file was deleted.

75 changes: 0 additions & 75 deletions include/lfmc/Estimator.hpp

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128 changes: 0 additions & 128 deletions include/lfmc/Manager.hpp

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86 changes: 0 additions & 86 deletions include/lfmc/NumericalScheme.hpp

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35 changes: 0 additions & 35 deletions include/lfmc/PathGenerator.hpp

This file was deleted.

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