Add the README
parent
41972eaacf
commit
f987a848f5
|
@ -0,0 +1,15 @@
|
|||
# Quant.jl
|
||||
|
||||
[![Build Status](https://travis-ci.org/bspeice/Quant.jl.svg?branch=master)](https://travis-ci.org/bspeice/Quant.jl)
|
||||
|
||||
Quant.jl is intended to be something of a helper application: so many
|
||||
times the same functions are re-written over and over, and it would
|
||||
be helpful to standardize the implementation.
|
||||
|
||||
Currently implemented functionality:
|
||||
- Black-Scholes Call and Put calculation
|
||||
|
||||
Coming soon:
|
||||
- Greeks calculation
|
||||
- Brownian Motion simulation
|
||||
- Geometric Brownian Motion simulation
|
Loading…
Reference in New Issue