From f987a848f565a6063ce4eb6551e082ae103495e5 Mon Sep 17 00:00:00 2001 From: bspeice Date: Sat, 5 Mar 2016 18:56:07 -0500 Subject: [PATCH] Add the README --- README | 15 +++++++++++++++ 1 file changed, 15 insertions(+) create mode 100644 README diff --git a/README b/README new file mode 100644 index 0000000..7e9a228 --- /dev/null +++ b/README @@ -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