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Add initial Quant.jl code for Black-Scholes

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bspeice
2016-03-05 17:49:30 -05:00
commit 531ae12f0e
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test/blackscholes.jl Normal file
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using Quant
@test_approx blackscholes_call(.25, 2, 1, 100, 95, .05) 15.047
@test_approx blackscholes_call(.25, 1, 100, 95, .05) blackscholes_call(.25, 2, 1, 100, 95, .05)

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test/runtests.jl Normal file
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include("blackscholes.jl")