25 lines
480 B
Julia
25 lines
480 B
Julia
__precompile__(true)
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"""
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Quantitative Finance methods for Julia
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Designed to implement many helpful methods that are often repeated; we don't
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want seventeen different versions of the Black-Scholes equation floating
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around, and re-writing a Geometric Brownian Motion simulation for every
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new project is just tedious.
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"""
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module Quant
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export
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# Black-Scholes functionality
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d1,
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d2,
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blackscholes_call,
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blackscholes_put,
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BlackScholes,
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end
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include("blackscholes.jl")
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end
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