Heh, I am a HPC programmer, I am not from the financial sector :) If you can give me links or pseudo code for these algorithms, I can look it up (may be even m

Heh, I am a HPC programmer, I am not from the financial sector :) If you can give me links or pseudo code for these algorithms, I can look it up (may be even make a simple example and put it on our github page!).