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bspeice da2483088b Fix the Coveralls submission
2016-03-05 19:15:37 -05:00
src
Handle array inputs to black scholes
2016-03-05 18:50:53 -05:00
test
Handle array inputs to black scholes
2016-03-05 18:50:53 -05:00
.travis.yml
Fix the Coveralls submission
2016-03-05 19:15:37 -05:00
README.md
Badge the coverage!
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REQUIRE
Dumb error with the requirements
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README.md

Quant.jl

Build Status Coverage Status

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
Description
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Readme 32 KiB
Languages
Julia 100%